Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
18.77%
Sharpe
-0.24
Sortino
-0.36
Max drawdown
-37.36%
Best month
15.72%
Worst month
-14.26%
Beta vs VTIAX
0.91
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.