Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
23.81%
Sharpe
-0.17
Sortino
-0.26
Max drawdown
-47.03%
Best month
16.05%
Worst month
-16.56%
Beta vs VTIAX
1.23
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.