Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through July 31, 2022Volatility (ann.)
22.44%
Sharpe
0.55
Sortino
0.87
Max drawdown
-30.35%
Best month
14.52%
Worst month
-12.26%
Beta vs VTSAX
1.02
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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