Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through June 30, 2023Volatility (ann.)
16.79%
Sharpe
0.73
Sortino
1.20
Max drawdown
-18.99%
Best month
11.82%
Worst month
-8.95%
Beta vs VTSAX
0.80
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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