Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through July 31, 2023Volatility (ann.)
18.98%
Sharpe
0.09
Sortino
0.13
Max drawdown
-33.38%
Best month
12.10%
Worst month
-10.63%
Beta vs VTSAX
0.90
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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