Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Nov. 30, 2021Volatility (ann.)
20.72%
Sharpe
0.76
Sortino
1.15
Max drawdown
-27.40%
Best month
12.74%
Worst month
-16.77%
Beta vs VTSAX
1.02
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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