Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through June 30, 2023Volatility (ann.)
17.98%
Sharpe
0.89
Sortino
1.57
Max drawdown
-24.73%
Best month
11.96%
Worst month
-10.08%
Beta vs VTSAX
0.92
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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