Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through June 30, 2023Volatility (ann.)
18.73%
Sharpe
0.14
Sortino
0.21
Max drawdown
-22.38%
Best month
9.20%
Worst month
-8.61%
Beta vs VTSAX
0.96
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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