Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Nov. 30, 2021Volatility (ann.)
14.96%
Sharpe
0.43
Sortino
0.62
Max drawdown
-18.57%
Best month
9.08%
Worst month
-11.28%
Beta vs VTSAX
0.72
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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