Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
19.92%
Sharpe
0.31
Sortino
0.46
Max drawdown
-33.13%
Best month
9.67%
Worst month
-19.21%
Beta vs VTSAX
0.85
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.