Average annual returns
No trailing-return data available for this share class.
Risk statistics
26 months through Jan. 31, 2023Volatility (ann.)
18.85%
Sharpe
0.21
Sortino
0.30
Max drawdown
-26.53%
Best month
9.60%
Worst month
-9.49%
Beta vs VTSAX
0.99
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.