Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
18.22%
Sharpe
-0.75
Sortino
-0.91
Max drawdown
-48.48%
Best month
13.94%
Worst month
-12.79%
Beta vs VTIAX
0.32
Correlation
0.31
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.