Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Jan. 31, 2024Volatility (ann.)
19.34%
Sharpe
0.02
Sortino
0.03
Max drawdown
-28.69%
Best month
14.55%
Worst month
-21.40%
Beta vs VTSAX
0.49
Correlation
0.45
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.