Average annual returns
No trailing-return data available for this share class.
Risk statistics
40 months through July 31, 2023Volatility (ann.)
22.14%
Sharpe
0.17
Sortino
0.24
Max drawdown
-39.68%
Best month
18.58%
Worst month
-13.74%
Beta vs VTSAX
1.04
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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