Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
20.36%
Sharpe
0.36
Sortino
0.53
Max drawdown
-25.89%
Best month
12.93%
Worst month
-15.34%
Beta vs VTSAX
0.89
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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