Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through June 30, 2023Volatility (ann.)
20.82%
Sharpe
0.56
Sortino
0.94
Max drawdown
-27.02%
Best month
13.06%
Worst month
-10.58%
Beta vs VTSAX
1.10
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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