Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
6.61%
Sharpe
0.01
Sortino
0.02
Max drawdown
-13.42%
Best month
4.36%
Worst month
-5.89%
Beta vs VTSAX
0.31
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.