Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
18.79%
Sharpe
0.85
Sortino
1.30
Max drawdown
-24.72%
Best month
13.02%
Worst month
-15.58%
Beta vs VTSAX
0.92
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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