Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
10.14%
Sharpe
0.15
Sortino
0.21
Max drawdown
-16.06%
Best month
5.60%
Worst month
-5.45%
Beta vs VTSAX
0.45
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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