Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
17.85%
Sharpe
0.42
Sortino
0.74
Max drawdown
-25.51%
Best month
13.99%
Worst month
-14.35%
Beta vs VTIAX
0.99
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.