Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
18.17%
Sharpe
0.85
Sortino
1.27
Max drawdown
-23.07%
Best month
9.85%
Worst month
-16.28%
Beta vs VTSAX
0.84
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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