Average annual returns
No trailing-return data available for this share class.
Risk statistics
37 months through May 31, 2023Volatility (ann.)
29.54%
Sharpe
0.19
Sortino
0.30
Max drawdown
-51.84%
Best month
15.09%
Worst month
-18.05%
Beta vs VTSAX
1.34
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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