Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
17.77%
Sharpe
0.73
Sortino
1.21
Max drawdown
-21.52%
Best month
15.27%
Worst month
-12.36%
Beta vs VTIAX
0.97
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.