Average annual returns
No trailing-return data available for this share class.
Risk statistics
26 months through July 31, 2022Volatility (ann.)
22.54%
Sharpe
0.14
Sortino
0.21
Max drawdown
-41.15%
Best month
14.97%
Worst month
-12.16%
Beta vs VTSAX
0.79
Correlation
0.63
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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