Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
29.90%
Sharpe
0.48
Sortino
0.74
Max drawdown
-36.34%
Best month
21.02%
Worst month
-24.32%
Beta vs VTSAX
1.23
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.