Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
14.39%
Sharpe
0.06
Sortino
0.09
Max drawdown
-22.15%
Best month
7.38%
Worst month
-9.70%
Beta vs VTSAX
0.64
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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