Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Nov. 30, 2021Volatility (ann.)
21.28%
Sharpe
0.72
Sortino
1.04
Max drawdown
-29.56%
Best month
13.55%
Worst month
-18.71%
Beta vs VTSAX
1.05
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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