Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
22.72%
Sharpe
0.55
Sortino
1.08
Max drawdown
-27.07%
Best month
18.03%
Worst month
-10.15%
Beta vs VTSAX
0.43
Correlation
0.41
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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