Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
21.02%
Sharpe
0.68
Sortino
1.00
Max drawdown
-29.44%
Best month
15.59%
Worst month
-18.95%
Beta vs VTSAX
1.06
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.