Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
19.69%
Sharpe
0.74
Sortino
1.11
Max drawdown
-27.17%
Best month
13.22%
Worst month
-17.67%
Beta vs VTSAX
0.99
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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