Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through June 30, 2024Volatility (ann.)
34.98%
Sharpe
-0.32
Sortino
-0.51
Max drawdown
-40.07%
Best month
33.95%
Worst month
-20.34%
Beta vs VTIAX
0.96
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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