Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
18.25%
Sharpe
-0.14
Sortino
-0.19
Max drawdown
-29.34%
Best month
10.66%
Worst month
-13.86%
Beta vs VTIAX
0.94
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.