Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
15.70%
Sharpe
0.41
Sortino
0.69
Max drawdown
-29.89%
Best month
15.17%
Worst month
-19.17%
Beta vs VTSAX
0.67
Correlation
0.78
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.