Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
4.82%
Sharpe
-0.66
Sortino
-0.90
Max drawdown
-9.93%
Best month
3.97%
Worst month
-3.12%
Beta vs VTSAX
0.11
Correlation
0.49
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.