Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
21.11%
Sharpe
0.48
Sortino
0.73
Max drawdown
-26.63%
Best month
13.70%
Worst month
-14.77%
Beta vs VTSAX
1.01
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.