Average annual returns
No trailing-return data available for this share class.
Risk statistics
34 months through June 30, 2023Volatility (ann.)
20.91%
Sharpe
0.62
Sortino
1.00
Max drawdown
-27.63%
Best month
13.13%
Worst month
-11.71%
Beta vs VTSAX
1.08
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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