Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through May 31, 2023Volatility (ann.)
22.31%
Sharpe
0.38
Sortino
0.60
Max drawdown
-32.81%
Best month
18.32%
Worst month
-14.43%
Beta vs VTSAX
1.03
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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