Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through March 31, 2022Volatility (ann.)
24.64%
Sharpe
0.60
Sortino
0.91
Max drawdown
-26.03%
Best month
14.97%
Worst month
-18.93%
Beta vs VTSAX
1.13
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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