Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Feb. 28, 2023Volatility (ann.)
20.02%
Sharpe
0.44
Sortino
0.66
Max drawdown
-23.51%
Best month
10.64%
Worst month
-16.50%
Beta vs VTSAX
0.89
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.