Average annual returns
No trailing-return data available for this share class.
Risk statistics
29 months through Nov. 30, 2023Volatility (ann.)
36.25%
Sharpe
-0.54
Sortino
-0.71
Max drawdown
-53.84%
Best month
20.36%
Worst month
-17.53%
Beta vs VTIAX
1.38
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.