Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
17.78%
Sharpe
0.73
Sortino
1.01
Max drawdown
-23.51%
Best month
9.65%
Worst month
-16.39%
Beta vs VTSAX
0.90
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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