Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
24.74%
Sharpe
-0.04
Sortino
-0.06
Max drawdown
-36.27%
Best month
15.97%
Worst month
-19.65%
Beta vs VTSAX
1.16
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.