Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
6.96%
Sharpe
-0.86
Sortino
-0.86
Max drawdown
-16.88%
Best month
1.84%
Worst month
-8.38%
Beta vs VTIAX
0.16
Correlation
0.40
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.