Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
49.31%
Sharpe
0.26
Sortino
0.40
Max drawdown
-57.59%
Best month
38.38%
Worst month
-43.94%
Beta vs VTSAX
1.63
Correlation
0.66
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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