Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Dec. 31, 2023Volatility (ann.)
29.49%
Sharpe
-0.60
Sortino
-0.79
Max drawdown
-47.58%
Best month
24.15%
Worst month
-22.70%
Beta vs VTIAX
0.66
Correlation
0.38
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.