Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Dec. 31, 2023Volatility (ann.)
17.97%
Sharpe
0.61
Sortino
1.00
Max drawdown
-31.20%
Best month
13.71%
Worst month
-15.43%
Beta vs VTSAX
0.18
Correlation
0.19
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.