Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
21.61%
Sharpe
0.92
Sortino
1.71
Max drawdown
-35.97%
Best month
16.37%
Worst month
-24.98%
Beta vs VTSAX
0.96
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.