Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
16.31%
Sharpe
0.64
Sortino
0.96
Max drawdown
-21.33%
Best month
9.81%
Worst month
-13.78%
Beta vs VTSAX
0.74
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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