Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Sept. 30, 2021Volatility (ann.)
13.52%
Sharpe
-1.43
Sortino
-1.53
Max drawdown
-40.91%
Best month
9.38%
Worst month
-9.97%
Beta vs VTIAX
0.33
Correlation
0.45
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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