Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Aug. 31, 2022Volatility (ann.)
17.35%
Sharpe
0.08
Sortino
0.13
Max drawdown
-27.87%
Best month
16.36%
Worst month
-11.17%
Beta vs VTSAX
0.56
Correlation
0.65
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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