Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
17.73%
Sharpe
0.67
Sortino
1.09
Max drawdown
-23.24%
Best month
11.16%
Worst month
-14.28%
Beta vs VTSAX
0.92
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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