Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
23.26%
Sharpe
0.73
Sortino
1.18
Max drawdown
-31.53%
Best month
15.38%
Worst month
-12.98%
Beta vs VTSAX
1.11
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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