Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Aug. 31, 2021Volatility (ann.)
20.61%
Sharpe
1.07
Sortino
1.59
Max drawdown
-25.96%
Best month
13.24%
Worst month
-16.92%
Beta vs VTSAX
1.03
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.