Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
26.22%
Sharpe
0.31
Sortino
0.47
Max drawdown
-30.02%
Best month
20.69%
Worst month
-21.32%
Beta vs VTSAX
0.44
Correlation
0.37
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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