Average annual returns
No trailing-return data available for this share class.
Risk statistics
38 months through Dec. 31, 2023Volatility (ann.)
22.36%
Sharpe
-0.35
Sortino
-0.50
Max drawdown
-43.64%
Best month
12.28%
Worst month
-12.00%
Beta vs VTIAX
1.15
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.