Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
13.19%
Sharpe
0.79
Sortino
2.02
Max drawdown
-10.71%
Best month
10.49%
Worst month
-4.55%
Beta vs VTSAX
0.44
Correlation
0.59
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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