Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2024Volatility (ann.)
22.87%
Sharpe
-0.30
Sortino
-0.42
Max drawdown
-40.37%
Best month
13.46%
Worst month
-12.35%
Beta vs VTIAX
0.69
Correlation
0.51
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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