Average annual returns
No trailing-return data available for this share class.
Risk statistics
58 months through Sept. 30, 2024Volatility (ann.)
30.33%
Sharpe
-0.57
Sortino
-0.84
Max drawdown
-60.92%
Best month
28.23%
Worst month
-18.37%
Beta vs VTIAX
0.64
Correlation
0.36
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.