Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
21.10%
Sharpe
0.43
Sortino
0.72
Max drawdown
-25.63%
Best month
15.40%
Worst month
-14.14%
Beta vs VTSAX
0.88
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.