Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
20.59%
Sharpe
0.11
Sortino
0.16
Max drawdown
-22.44%
Best month
16.86%
Worst month
-15.33%
Beta vs VTSAX
0.30
Correlation
0.32
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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