Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through March 31, 2023Volatility (ann.)
19.52%
Sharpe
0.06
Sortino
0.08
Max drawdown
-31.14%
Best month
13.89%
Worst month
-21.94%
Beta vs VTSAX
0.79
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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