Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
22.32%
Sharpe
2.26
Sortino
5.98
Max drawdown
-87.54%
Best month
47.88%
Worst month
-78.28%
Beta vs VTSAX
0.65
Correlation
0.53
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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