Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
12.59%
Sharpe
0.17
Sortino
0.29
Max drawdown
-24.26%
Best month
9.84%
Worst month
-9.54%
Beta vs VTSAX
0.34
Correlation
0.50
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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