Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
18.34%
Sharpe
0.70
Sortino
1.08
Max drawdown
-24.58%
Best month
12.34%
Worst month
-14.49%
Beta vs VTSAX
0.93
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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