Average annual returns
No trailing-return data available for this share class.
Risk statistics
35 months through Oct. 31, 2023Volatility (ann.)
33.23%
Sharpe
-0.72
Sortino
-0.96
Max drawdown
-70.00%
Best month
28.21%
Worst month
-17.34%
Beta vs VTIAX
1.03
Correlation
0.56
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.