Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
14.59%
Sharpe
0.67
Sortino
1.14
Max drawdown
-16.60%
Best month
10.01%
Worst month
-8.85%
Beta vs VTSAX
0.57
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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