Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
21.10%
Sharpe
0.60
Sortino
0.87
Max drawdown
-22.98%
Best month
8.81%
Worst month
-15.53%
Beta vs VTIAX
0.27
Correlation
0.24
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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