Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
13.95%
Sharpe
0.37
Sortino
0.57
Max drawdown
-19.49%
Best month
8.11%
Worst month
-8.39%
Beta vs VTSAX
0.60
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.