Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.55%
Sharpe
0.65
Sortino
1.07
Max drawdown
-26.56%
Best month
13.41%
Worst month
-9.68%
Beta vs VTSAX
0.98
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.