Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
12.31%
Sharpe
0.39
Sortino
0.55
Max drawdown
-16.54%
Best month
7.67%
Worst month
-8.97%
Beta vs VTSAX
0.63
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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