Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
24.55%
Sharpe
0.42
Sortino
0.68
Max drawdown
-40.15%
Best month
15.28%
Worst month
-18.99%
Beta vs VTSAX
1.11
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.