Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
13.21%
Sharpe
0.25
Sortino
0.38
Max drawdown
-16.00%
Best month
7.67%
Worst month
-9.12%
Beta vs VTSAX
0.57
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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