Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
13.50%
Sharpe
0.69
Sortino
0.93
Max drawdown
-18.16%
Best month
7.67%
Worst month
-13.00%
Beta vs VTSAX
0.68
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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