Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Aug. 31, 2023Volatility (ann.)
25.64%
Sharpe
-0.09
Sortino
-0.13
Max drawdown
-26.89%
Best month
16.63%
Worst month
-17.48%
Beta vs VTIAX
1.15
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.