Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2021Volatility (ann.)
20.04%
Sharpe
0.83
Sortino
1.22
Max drawdown
-24.96%
Best month
11.69%
Worst month
-17.12%
Beta vs VTSAX
0.98
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.