Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
24.41%
Sharpe
0.31
Sortino
0.43
Max drawdown
-31.80%
Best month
16.04%
Worst month
-22.61%
Beta vs VTSAX
1.10
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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