Average annual returns
No trailing-return data available for this share class.
Risk statistics
29 months through July 31, 2022Volatility (ann.)
11.65%
Sharpe
0.76
Sortino
1.14
Max drawdown
-10.53%
Best month
9.19%
Worst month
-10.53%
Beta vs VTSAX
0.49
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.