Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.37%
Sharpe
0.90
Sortino
1.61
Max drawdown
-31.28%
Best month
12.61%
Worst month
-19.95%
Beta vs VTIAX
1.03
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.