Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through March 31, 2023Volatility (ann.)
21.58%
Sharpe
0.06
Sortino
0.09
Max drawdown
-32.06%
Best month
17.13%
Worst month
-12.60%
Beta vs VTSAX
0.80
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.