Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
12.92%
Sharpe
0.35
Sortino
0.52
Max drawdown
-21.78%
Best month
7.97%
Worst month
-7.23%
Beta vs VTSAX
0.71
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.