Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
25.89%
Sharpe
0.39
Sortino
0.55
Max drawdown
-35.44%
Best month
15.15%
Worst month
-24.30%
Beta vs VTSAX
1.08
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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