Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2021Volatility (ann.)
18.86%
Sharpe
0.53
Sortino
0.73
Max drawdown
-25.20%
Best month
10.22%
Worst month
-16.55%
Beta vs VTSAX
0.91
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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