Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
19.60%
Sharpe
0.68
Sortino
1.04
Max drawdown
-24.03%
Best month
14.86%
Worst month
-15.40%
Beta vs VTIAX
1.00
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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