Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
16.58%
Sharpe
0.58
Sortino
0.87
Max drawdown
-21.83%
Best month
11.05%
Worst month
-12.86%
Beta vs VTIAX
0.83
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.