Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
18.48%
Sharpe
0.38
Sortino
0.57
Max drawdown
-25.80%
Best month
13.98%
Worst month
-13.20%
Beta vs VTSAX
1.01
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.