Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
16.32%
Sharpe
-0.24
Sortino
-0.33
Max drawdown
-34.22%
Best month
11.74%
Worst month
-10.92%
Beta vs VTIAX
0.75
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.