Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
27.91%
Sharpe
0.07
Sortino
0.11
Max drawdown
-44.79%
Best month
13.68%
Worst month
-14.17%
Beta vs VTIAX
1.19
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.