Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
21.91%
Sharpe
0.63
Sortino
0.92
Max drawdown
-29.74%
Best month
14.30%
Worst month
-20.27%
Beta vs VTSAX
0.43
Correlation
0.36
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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