Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
21.12%
Sharpe
0.49
Sortino
0.75
Max drawdown
-30.97%
Best month
14.76%
Worst month
-12.08%
Beta vs VTSAX
1.12
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.