Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
23.82%
Sharpe
0.55
Sortino
0.94
Max drawdown
-39.91%
Best month
16.98%
Worst month
-16.18%
Beta vs VTSAX
1.08
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.