Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Aug. 31, 2021Volatility (ann.)
11.82%
Sharpe
0.47
Sortino
0.61
Max drawdown
-12.63%
Best month
6.03%
Worst month
-12.38%
Beta vs VTSAX
-0.08
Correlation
-0.13
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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