Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
8.38%
Sharpe
-0.15
Sortino
-0.18
Max drawdown
-12.99%
Best month
3.55%
Worst month
-7.97%
Beta vs VTSAX
0.35
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.