Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
17.09%
Sharpe
-0.23
Sortino
-0.33
Max drawdown
-34.89%
Best month
14.72%
Worst month
-17.88%
Beta vs VTIAX
0.94
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.