Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
16.36%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-33.08%
Best month
15.97%
Worst month
-13.96%
Beta vs VTIAX
0.85
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.