Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
11.23%
Sharpe
0.21
Sortino
0.32
Max drawdown
-20.73%
Best month
7.30%
Worst month
-8.42%
Beta vs VTSAX
0.58
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.