Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
26.75%
Sharpe
0.27
Sortino
0.41
Max drawdown
-34.90%
Best month
16.88%
Worst month
-20.79%
Beta vs VTSAX
1.14
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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