Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
17.07%
Sharpe
0.79
Sortino
1.48
Max drawdown
-24.96%
Best month
13.92%
Worst month
-13.98%
Beta vs VTSAX
0.81
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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