Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
13.37%
Sharpe
0.91
Sortino
1.71
Max drawdown
-13.92%
Best month
9.41%
Worst month
-8.08%
Beta vs VTSAX
0.51
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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