Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
17.95%
Sharpe
0.84
Sortino
1.29
Max drawdown
-23.76%
Best month
11.58%
Worst month
-14.62%
Beta vs VTSAX
0.93
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.