Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
20.52%
Sharpe
0.54
Sortino
0.93
Max drawdown
-30.58%
Best month
16.02%
Worst month
-18.11%
Beta vs VTSAX
0.96
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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