Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Dec. 31, 2022Volatility (ann.)
21.40%
Sharpe
0.36
Sortino
0.56
Max drawdown
-26.64%
Best month
14.57%
Worst month
-14.75%
Beta vs VTSAX
0.86
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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