Average annual returns
No trailing-return data available for this share class.
Risk statistics
40 months through Oct. 31, 2022Volatility (ann.)
17.46%
Sharpe
0.48
Sortino
0.84
Max drawdown
-13.91%
Best month
12.80%
Worst month
-9.20%
Beta vs VTSAX
0.50
Correlation
0.61
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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