Average annual returns
No trailing-return data available for this share class.
Risk statistics
47 months through Dec. 31, 2023Volatility (ann.)
30.73%
Sharpe
-0.28
Sortino
-0.46
Max drawdown
-52.76%
Best month
38.14%
Worst month
-30.19%
Beta vs VTIAX
1.23
Correlation
0.67
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.