Average annual returns
No trailing-return data available for this share class.
Risk statistics
47 months through June 30, 2023Volatility (ann.)
11.57%
Sharpe
0.57
Sortino
0.92
Max drawdown
-18.24%
Best month
8.00%
Worst month
-10.48%
Beta vs VTSAX
0.60
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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