Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through June 30, 2023Volatility (ann.)
17.87%
Sharpe
0.62
Sortino
1.07
Max drawdown
-24.86%
Best month
11.03%
Worst month
-17.49%
Beta vs VTSAX
0.88
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.