Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Sept. 30, 2022Volatility (ann.)
20.04%
Sharpe
0.16
Sortino
0.23
Max drawdown
-25.78%
Best month
11.25%
Worst month
-12.09%
Beta vs VTSAX
0.90
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.