Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2021Volatility (ann.)
20.74%
Sharpe
0.57
Sortino
0.83
Max drawdown
-26.97%
Best month
13.30%
Worst month
-14.68%
Beta vs VTSAX
0.96
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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