Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through July 31, 2022Volatility (ann.)
22.40%
Sharpe
0.51
Sortino
0.73
Max drawdown
-27.61%
Best month
14.59%
Worst month
-18.52%
Beta vs VTSAX
1.07
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.