Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
15.03%
Sharpe
0.92
Sortino
1.83
Max drawdown
-11.61%
Best month
12.21%
Worst month
-6.48%
Beta vs VTSAX
0.54
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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