Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Jan. 31, 2022Volatility (ann.)
24.42%
Sharpe
0.62
Sortino
0.99
Max drawdown
-21.50%
Best month
15.95%
Worst month
-15.96%
Beta vs VTSAX
1.15
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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