Average annual returns
No trailing-return data available for this share class.
Risk statistics
35 months through Sept. 30, 2022Volatility (ann.)
22.79%
Sharpe
-0.43
Sortino
-0.54
Max drawdown
-50.64%
Best month
11.09%
Worst month
-16.54%
Beta vs VTIAX
0.38
Correlation
0.32
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.