Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
16.87%
Sharpe
0.46
Sortino
0.73
Max drawdown
-26.90%
Best month
8.89%
Worst month
-9.28%
Beta vs VTSAX
0.79
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.