Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Dec. 31, 2022Volatility (ann.)
23.86%
Sharpe
0.18
Sortino
0.27
Max drawdown
-31.02%
Best month
14.85%
Worst month
-12.71%
Beta vs VTSAX
1.07
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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