Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
15.25%
Sharpe
0.47
Sortino
0.96
Max drawdown
-17.70%
Best month
11.06%
Worst month
-6.89%
Beta vs VTSAX
0.49
Correlation
0.57
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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