Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Feb. 28, 2022Volatility (ann.)
19.87%
Sharpe
0.49
Sortino
0.69
Max drawdown
-25.11%
Best month
9.67%
Worst month
-18.63%
Beta vs VTSAX
0.91
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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