Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
13.45%
Sharpe
0.70
Sortino
1.07
Max drawdown
-17.13%
Best month
8.76%
Worst month
-11.41%
Beta vs VTSAX
0.72
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.