Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through March 31, 2022Volatility (ann.)
23.81%
Sharpe
0.47
Sortino
0.69
Max drawdown
-30.76%
Best month
18.37%
Worst month
-21.74%
Beta vs VTSAX
0.56
Correlation
0.43
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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