Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
14.48%
Sharpe
0.35
Sortino
0.53
Max drawdown
-24.66%
Best month
9.76%
Worst month
-10.75%
Beta vs VTSAX
0.77
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.