Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2021Volatility (ann.)
13.19%
Sharpe
0.50
Sortino
0.70
Max drawdown
-16.30%
Best month
7.46%
Worst month
-9.40%
Beta vs VTSAX
0.58
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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