Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through June 30, 2023Volatility (ann.)
15.33%
Sharpe
-0.39
Sortino
-0.50
Max drawdown
-29.95%
Best month
9.76%
Worst month
-13.13%
Beta vs VTIAX
0.67
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.