Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
21.71%
Sharpe
1.84
Sortino
3.64
Max drawdown
-19.14%
Best month
18.56%
Worst month
-13.32%
Beta vs VTSAX
1.06
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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