Average annual returns
No trailing-return data available for this share class.
Risk statistics
66 months through Dec. 31, 2024Volatility (ann.)
19.12%
Sharpe
-0.38
Sortino
-0.53
Max drawdown
-32.93%
Best month
13.16%
Worst month
-20.79%
Beta vs VTIAX
0.98
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.