Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2021Volatility (ann.)
19.70%
Sharpe
1.46
Sortino
2.75
Max drawdown
-17.34%
Best month
15.33%
Worst month
-11.90%
Beta vs VTSAX
0.96
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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