Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through June 30, 2024Volatility (ann.)
20.57%
Sharpe
-0.47
Sortino
-0.68
Max drawdown
-40.51%
Best month
19.02%
Worst month
-14.48%
Beta vs VTIAX
0.68
Correlation
0.56
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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