Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Oct. 31, 2023Volatility (ann.)
17.67%
Sharpe
0.55
Sortino
0.86
Max drawdown
-24.36%
Best month
13.46%
Worst month
-11.65%
Beta vs VTSAX
0.95
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.