Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
16.10%
Sharpe
0.84
Sortino
1.54
Max drawdown
-12.65%
Best month
13.35%
Worst month
-7.95%
Beta vs VTSAX
0.69
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.