Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through June 30, 2023Volatility (ann.)
15.57%
Sharpe
-0.28
Sortino
-0.41
Max drawdown
-34.32%
Best month
13.43%
Worst month
-17.62%
Beta vs VTIAX
0.77
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.