Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through March 31, 2022Volatility (ann.)
21.81%
Sharpe
0.44
Sortino
0.62
Max drawdown
-28.24%
Best month
12.30%
Worst month
-18.84%
Beta vs VTSAX
1.02
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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