Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
26.80%
Sharpe
0.01
Sortino
0.01
Max drawdown
-38.24%
Best month
17.84%
Worst month
-15.48%
Beta vs VTIAX
1.22
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.