Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Jan. 31, 2022Volatility (ann.)
19.83%
Sharpe
1.23
Sortino
2.30
Max drawdown
-14.89%
Best month
14.56%
Worst month
-9.14%
Beta vs VTSAX
0.97
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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