Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
16.83%
Sharpe
0.95
Sortino
1.54
Max drawdown
-18.78%
Best month
12.26%
Worst month
-11.44%
Beta vs VTSAX
0.90
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.