Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
19.26%
Sharpe
0.65
Sortino
1.13
Max drawdown
-29.69%
Best month
13.34%
Worst month
-19.50%
Beta vs VTSAX
0.93
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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