Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
15.35%
Sharpe
0.39
Sortino
0.61
Max drawdown
-25.43%
Best month
10.32%
Worst month
-11.37%
Beta vs VTSAX
0.82
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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