Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
5.07%
Sharpe
-0.22
Sortino
-0.28
Max drawdown
-13.30%
Best month
3.22%
Worst month
-4.26%
Beta vs VTSAX
0.09
Correlation
0.35
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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