Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2024Volatility (ann.)
20.81%
Sharpe
-0.20
Sortino
-0.27
Max drawdown
-30.91%
Best month
9.99%
Worst month
-11.61%
Beta vs VTIAX
1.09
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.