Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
11.10%
Sharpe
-0.07
Sortino
-0.10
Max drawdown
-22.76%
Best month
12.07%
Worst month
-6.50%
Beta vs VTIAX
0.42
Correlation
0.67
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.