Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
13.88%
Sharpe
0.75
Sortino
1.21
Max drawdown
-13.12%
Best month
8.94%
Worst month
-9.26%
Beta vs VTSAX
0.69
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.