Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
21.96%
Sharpe
0.55
Sortino
0.88
Max drawdown
-33.76%
Best month
13.39%
Worst month
-11.85%
Beta vs VTSAX
1.07
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.