Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
18.39%
Sharpe
0.43
Sortino
0.68
Max drawdown
-29.99%
Best month
12.08%
Worst month
-18.11%
Beta vs VTIAX
0.93
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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