Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
11.44%
Sharpe
0.41
Sortino
0.55
Max drawdown
-18.05%
Best month
4.41%
Worst month
-8.05%
Beta vs VTSAX
0.52
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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