Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Dec. 31, 2021Volatility (ann.)
10.38%
Sharpe
0.96
Sortino
1.59
Max drawdown
-11.83%
Best month
9.16%
Worst month
-6.83%
Beta vs VTSAX
0.53
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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