Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.61%
Sharpe
1.03
Sortino
1.85
Max drawdown
-23.71%
Best month
13.97%
Worst month
-12.20%
Beta vs VTSAX
0.99
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.