Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Sept. 30, 2021Volatility (ann.)
21.09%
Sharpe
-0.07
Sortino
-0.10
Max drawdown
-29.24%
Best month
8.74%
Worst month
-14.48%
Beta vs VTIAX
0.88
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.