Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Aug. 31, 2023Volatility (ann.)
27.11%
Sharpe
-0.86
Sortino
-1.06
Max drawdown
-56.06%
Best month
14.10%
Worst month
-15.71%
Beta vs VTIAX
-0.28
Correlation
-0.18
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.