Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
20.77%
Sharpe
-0.05
Sortino
-0.07
Max drawdown
-30.32%
Best month
15.98%
Worst month
-16.25%
Beta vs VTIAX
1.01
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.