Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through July 31, 2024Volatility (ann.)
18.41%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-21.82%
Best month
13.93%
Worst month
-10.12%
Beta vs VTIAX
0.47
Correlation
0.47
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.