Average annual returns
No trailing-return data available for this share class.
Risk statistics
29 months through Sept. 30, 2023Volatility (ann.)
16.35%
Sharpe
-0.19
Sortino
-0.27
Max drawdown
-26.37%
Best month
10.97%
Worst month
-9.51%
Beta vs VTIAX
0.92
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.