Average annual returns
No trailing-return data available for this share class.
Risk statistics
35 months through July 31, 2024Volatility (ann.)
21.18%
Sharpe
-0.38
Sortino
-0.53
Max drawdown
-41.41%
Best month
13.68%
Worst month
-11.87%
Beta vs VTIAX
1.16
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.