Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
21.12%
Sharpe
0.37
Sortino
0.57
Max drawdown
-33.12%
Best month
14.41%
Worst month
-12.28%
Beta vs VTSAX
1.12
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.