Average annual returns
No trailing-return data available for this share class.
Risk statistics
47 months through June 30, 2023Volatility (ann.)
5.94%
Sharpe
0.37
Sortino
0.54
Max drawdown
-11.31%
Best month
3.82%
Worst month
-4.37%
Beta vs VTSAX
0.30
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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