Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Oct. 31, 2023Volatility (ann.)
21.06%
Sharpe
-0.22
Sortino
-0.33
Max drawdown
-38.27%
Best month
17.01%
Worst month
-18.80%
Beta vs VTIAX
0.64
Correlation
0.54
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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