Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through June 30, 2023Volatility (ann.)
16.64%
Sharpe
0.48
Sortino
0.77
Max drawdown
-25.71%
Best month
9.33%
Worst month
-9.34%
Beta vs VTSAX
0.81
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.