Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
20.81%
Sharpe
0.80
Sortino
1.16
Max drawdown
-24.91%
Best month
12.75%
Worst month
-16.28%
Beta vs VTSAX
1.04
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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