Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
15.94%
Sharpe
0.41
Sortino
0.66
Max drawdown
-27.73%
Best month
13.14%
Worst month
-18.16%
Beta vs VTSAX
0.77
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.