Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Dec. 31, 2021Volatility (ann.)
16.15%
Sharpe
0.88
Sortino
1.56
Max drawdown
-16.77%
Best month
11.89%
Worst month
-10.28%
Beta vs VTSAX
0.72
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.