Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Oct. 31, 2022Volatility (ann.)
22.65%
Sharpe
0.36
Sortino
0.53
Max drawdown
-24.94%
Best month
11.27%
Worst month
-17.12%
Beta vs VTSAX
0.98
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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