Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Aug. 31, 2021Volatility (ann.)
20.12%
Sharpe
0.78
Sortino
1.15
Max drawdown
-26.04%
Best month
15.94%
Worst month
-16.67%
Beta vs VTSAX
0.93
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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