Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
13.57%
Sharpe
0.33
Sortino
0.46
Max drawdown
-17.61%
Best month
8.89%
Worst month
-10.49%
Beta vs VTSAX
0.69
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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