Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
22.81%
Sharpe
-0.54
Sortino
-0.71
Max drawdown
-48.57%
Best month
15.10%
Worst month
-14.23%
Beta vs VTIAX
0.86
Correlation
0.63
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.