Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
23.75%
Sharpe
0.52
Sortino
0.76
Max drawdown
-29.49%
Best month
13.88%
Worst month
-16.82%
Beta vs VTSAX
1.05
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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