Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
12.61%
Sharpe
0.04
Sortino
0.06
Max drawdown
-14.00%
Best month
7.06%
Worst month
-8.18%
Beta vs VTSAX
0.47
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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