Average annual returns
No trailing-return data available for this share class.
Risk statistics
28 months through March 31, 2024Volatility (ann.)
20.50%
Sharpe
-0.66
Sortino
-0.82
Max drawdown
-39.23%
Best month
8.90%
Worst month
-12.14%
Beta vs VTIAX
0.95
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.