Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
19.64%
Sharpe
0.31
Sortino
0.46
Max drawdown
-21.70%
Best month
12.97%
Worst month
-11.60%
Beta vs VTSAX
0.91
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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