Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
25.73%
Sharpe
0.46
Sortino
0.74
Max drawdown
-31.84%
Best month
16.93%
Worst month
-13.53%
Beta vs VTSAX
1.15
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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