Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
19.02%
Sharpe
0.55
Sortino
0.86
Max drawdown
-28.55%
Best month
12.21%
Worst month
-13.51%
Beta vs VTSAX
1.01
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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