Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through June 30, 2022Volatility (ann.)
14.86%
Sharpe
-0.21
Sortino
-0.26
Max drawdown
-21.97%
Best month
9.54%
Worst month
-14.94%
Beta vs VTSAX
0.62
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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