Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
18.66%
Sharpe
0.50
Sortino
0.88
Max drawdown
-33.07%
Best month
14.05%
Worst month
-14.97%
Beta vs VTIAX
0.60
Correlation
0.58
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.