Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
19.20%
Sharpe
-0.23
Sortino
-0.36
Max drawdown
-47.78%
Best month
15.21%
Worst month
-12.86%
Beta vs VTIAX
0.97
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.