Average annual returns
No trailing-return data available for this share class.
Risk statistics
32 months through Oct. 31, 2022Volatility (ann.)
18.36%
Sharpe
0.64
Sortino
1.02
Max drawdown
-14.55%
Best month
11.46%
Worst month
-14.55%
Beta vs VTSAX
0.76
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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