Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Sept. 30, 2021Volatility (ann.)
24.14%
Sharpe
0.59
Sortino
0.82
Max drawdown
-33.21%
Best month
14.58%
Worst month
-22.08%
Beta vs VTSAX
1.22
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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