Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
19.00%
Sharpe
0.90
Sortino
1.34
Max drawdown
-23.63%
Best month
11.68%
Worst month
-16.24%
Beta vs VTIAX
0.99
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.