Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
18.96%
Sharpe
1.08
Sortino
2.11
Max drawdown
-31.67%
Best month
13.79%
Worst month
-22.55%
Beta vs VTSAX
0.87
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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