Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through July 31, 2022Volatility (ann.)
12.92%
Sharpe
0.62
Sortino
1.00
Max drawdown
-13.19%
Best month
8.68%
Worst month
-6.26%
Beta vs VTSAX
0.58
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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