Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Jan. 31, 2024Volatility (ann.)
18.52%
Sharpe
-0.58
Sortino
-0.74
Max drawdown
-40.67%
Best month
12.27%
Worst month
-11.18%
Beta vs VTIAX
0.91
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.