Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
18.21%
Sharpe
0.83
Sortino
1.53
Max drawdown
-31.84%
Best month
13.49%
Worst month
-22.80%
Beta vs VTSAX
0.88
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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