Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
15.09%
Sharpe
0.38
Sortino
0.58
Max drawdown
-25.13%
Best month
10.27%
Worst month
-11.25%
Beta vs VTSAX
0.80
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.