Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
30.98%
Sharpe
0.35
Sortino
0.50
Max drawdown
-42.37%
Best month
19.42%
Worst month
-29.17%
Beta vs VTSAX
1.20
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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