Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Oct. 31, 2024Volatility (ann.)
22.00%
Sharpe
0.04
Sortino
0.06
Max drawdown
-32.77%
Best month
18.07%
Worst month
-22.45%
Beta vs VTSAX
1.08
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.