Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
22.92%
Sharpe
0.68
Sortino
1.13
Max drawdown
-32.82%
Best month
14.12%
Worst month
-11.69%
Beta vs VTSAX
1.13
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.