Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
22.40%
Sharpe
0.97
Sortino
1.88
Max drawdown
-38.00%
Best month
15.76%
Worst month
-26.96%
Beta vs VTSAX
1.00
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.