Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through May 31, 2023Volatility (ann.)
16.70%
Sharpe
0.82
Sortino
1.55
Max drawdown
-20.77%
Best month
12.78%
Worst month
-11.85%
Beta vs VTSAX
0.81
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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