Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
23.77%
Sharpe
-0.42
Sortino
-0.53
Max drawdown
-50.97%
Best month
13.18%
Worst month
-18.39%
Beta vs VTIAX
1.12
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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