Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through June 30, 2023Volatility (ann.)
16.10%
Sharpe
0.96
Sortino
1.67
Max drawdown
-16.96%
Best month
12.04%
Worst month
-8.12%
Beta vs VTSAX
0.77
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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