Average annual returns
No trailing-return data available for this share class.
Risk statistics
44 months through July 31, 2024Volatility (ann.)
28.43%
Sharpe
-0.27
Sortino
-0.37
Max drawdown
-36.31%
Best month
14.47%
Worst month
-13.79%
Beta vs VTIAX
1.35
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.