Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Jan. 31, 2024Volatility (ann.)
20.18%
Sharpe
0.04
Sortino
0.07
Max drawdown
-22.37%
Best month
9.62%
Worst month
-10.58%
Beta vs VTSAX
1.01
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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