Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2021Volatility (ann.)
26.03%
Sharpe
0.54
Sortino
0.73
Max drawdown
-34.20%
Best month
13.46%
Worst month
-24.41%
Beta vs VTSAX
1.23
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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