Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through July 31, 2024Volatility (ann.)
23.39%
Sharpe
-0.36
Sortino
-0.51
Max drawdown
-43.11%
Best month
16.71%
Worst month
-13.37%
Beta vs VTIAX
1.30
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.