Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
22.80%
Sharpe
0.64
Sortino
0.93
Max drawdown
-31.83%
Best month
15.64%
Worst month
-21.71%
Beta vs VTSAX
1.15
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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