Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Sept. 30, 2022Volatility (ann.)
25.98%
Sharpe
0.19
Sortino
0.26
Max drawdown
-33.77%
Best month
15.87%
Worst month
-22.64%
Beta vs VTSAX
1.06
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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