Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Jan. 31, 2022Volatility (ann.)
18.38%
Sharpe
0.65
Sortino
0.89
Max drawdown
-22.82%
Best month
8.54%
Worst month
-17.68%
Beta vs VTSAX
0.83
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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