Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2021Volatility (ann.)
19.60%
Sharpe
0.90
Sortino
1.37
Max drawdown
-22.89%
Best month
11.78%
Worst month
-15.27%
Beta vs VTSAX
0.99
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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