Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through May 31, 2022Volatility (ann.)
19.87%
Sharpe
0.33
Sortino
0.46
Max drawdown
-27.47%
Best month
10.55%
Worst month
-19.20%
Beta vs VTIAX
0.98
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.