Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Sept. 30, 2021Volatility (ann.)
24.90%
Sharpe
0.32
Sortino
0.43
Max drawdown
-35.87%
Best month
15.78%
Worst month
-23.51%
Beta vs VTSAX
1.22
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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