Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
23.45%
Sharpe
0.46
Sortino
0.74
Max drawdown
-36.53%
Best month
12.62%
Worst month
-15.06%
Beta vs VTSAX
1.11
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.