Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.29%
Sharpe
0.94
Sortino
1.62
Max drawdown
-24.17%
Best month
12.81%
Worst month
-12.41%
Beta vs VTSAX
0.98
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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