Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through March 31, 2022Volatility (ann.)
18.54%
Sharpe
0.57
Sortino
0.91
Max drawdown
-20.34%
Best month
11.33%
Worst month
-11.06%
Beta vs VTSAX
0.87
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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