Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
10.87%
Sharpe
0.72
Sortino
0.98
Max drawdown
-15.91%
Best month
6.37%
Worst month
-10.75%
Beta vs VTSAX
0.53
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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