Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Nov. 30, 2022Volatility (ann.)
23.12%
Sharpe
0.26
Sortino
0.38
Max drawdown
-34.76%
Best month
12.82%
Worst month
-13.73%
Beta vs VTSAX
0.99
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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