Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through May 31, 2023Volatility (ann.)
15.65%
Sharpe
0.29
Sortino
0.44
Max drawdown
-25.38%
Best month
10.44%
Worst month
-8.96%
Beta vs VTSAX
0.80
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.