Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
20.99%
Sharpe
0.11
Sortino
0.16
Max drawdown
-31.62%
Best month
12.97%
Worst month
-22.80%
Beta vs VTSAX
1.06
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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