Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Nov. 30, 2023Volatility (ann.)
20.70%
Sharpe
-0.08
Sortino
-0.12
Max drawdown
-33.32%
Best month
15.14%
Worst month
-15.14%
Beta vs VTIAX
-0.20
Correlation
-0.16
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.