Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Dec. 31, 2023Volatility (ann.)
17.07%
Sharpe
-0.28
Sortino
-0.40
Max drawdown
-34.04%
Best month
13.82%
Worst month
-17.69%
Beta vs VTIAX
0.92
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.