Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Jan. 31, 2022Volatility (ann.)
21.69%
Sharpe
0.84
Sortino
1.33
Max drawdown
-20.48%
Best month
12.97%
Worst month
-13.72%
Beta vs VTSAX
1.01
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.