Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Oct. 31, 2021Volatility (ann.)
16.67%
Sharpe
0.69
Sortino
0.97
Max drawdown
-22.43%
Best month
10.64%
Worst month
-15.15%
Beta vs VTSAX
0.84
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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