Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
17.79%
Sharpe
0.71
Sortino
1.24
Max drawdown
-16.21%
Best month
13.79%
Worst month
-8.04%
Beta vs VTSAX
0.79
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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