Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2024Volatility (ann.)
20.29%
Sharpe
-0.22
Sortino
-0.30
Max drawdown
-33.50%
Best month
11.73%
Worst month
-11.93%
Beta vs VTIAX
0.86
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.