Average annual returns
No trailing-return data available for this share class.
Risk statistics
37 months through May 31, 2023Volatility (ann.)
22.65%
Sharpe
0.24
Sortino
0.39
Max drawdown
-32.26%
Best month
16.75%
Worst month
-10.72%
Beta vs VTSAX
1.13
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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