Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
18.56%
Sharpe
0.44
Sortino
0.69
Max drawdown
-21.18%
Best month
11.49%
Worst month
-11.35%
Beta vs VTSAX
0.53
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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