Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through March 31, 2023Volatility (ann.)
18.29%
Sharpe
1.07
Sortino
2.07
Max drawdown
-26.43%
Best month
12.24%
Worst month
-16.45%
Beta vs VTSAX
0.88
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.