Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
19.66%
Sharpe
-2.45
Sortino
-1.86
Max drawdown
-88.61%
Best month
12.23%
Worst month
-17.14%
Beta vs VTIAX
1.09
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.