Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
21.23%
Sharpe
0.51
Sortino
0.77
Max drawdown
-21.98%
Best month
13.35%
Worst month
-16.14%
Beta vs VTSAX
1.06
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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