Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
17.58%
Sharpe
0.63
Sortino
0.99
Max drawdown
-24.09%
Best month
12.68%
Worst month
-12.35%
Beta vs VTSAX
0.98
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.