Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
18.24%
Sharpe
1.30
Sortino
2.34
Max drawdown
-18.01%
Best month
11.69%
Worst month
-9.72%
Beta vs VTSAX
0.86
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.