Average annual returns
No trailing-return data available for this share class.
Risk statistics
38 months through Sept. 30, 2023Volatility (ann.)
30.91%
Sharpe
-0.33
Sortino
-0.49
Max drawdown
-51.99%
Best month
29.26%
Worst month
-17.58%
Beta vs VTIAX
1.02
Correlation
0.58
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.