Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through July 31, 2023Volatility (ann.)
18.44%
Sharpe
0.04
Sortino
0.06
Max drawdown
-27.83%
Best month
13.99%
Worst month
-9.03%
Beta vs VTIAX
1.02
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.