Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Nov. 30, 2021Volatility (ann.)
19.66%
Sharpe
1.40
Sortino
2.52
Max drawdown
-18.53%
Best month
12.18%
Worst month
-12.45%
Beta vs VTSAX
0.99
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.