Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Sept. 30, 2023Volatility (ann.)
19.55%
Sharpe
0.57
Sortino
0.98
Max drawdown
-48.71%
Best month
18.19%
Worst month
-40.31%
Beta vs VTSAX
0.20
Correlation
0.19
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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