Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through June 30, 2023Volatility (ann.)
18.10%
Sharpe
0.79
Sortino
1.35
Max drawdown
-22.67%
Best month
13.20%
Worst month
-14.37%
Beta vs VTSAX
0.94
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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