Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Nov. 30, 2023Volatility (ann.)
20.23%
Sharpe
0.18
Sortino
0.26
Max drawdown
-23.58%
Best month
11.42%
Worst month
-10.34%
Beta vs VTSAX
1.08
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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