Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
27.54%
Sharpe
0.55
Sortino
0.94
Max drawdown
-44.05%
Best month
19.40%
Worst month
-14.74%
Beta vs VTIAX
1.16
Correlation
0.75
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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