Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through March 31, 2023Volatility (ann.)
23.26%
Sharpe
0.95
Sortino
1.79
Max drawdown
-37.31%
Best month
17.56%
Worst month
-25.44%
Beta vs VTSAX
0.98
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.