Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
20.78%
Sharpe
0.37
Sortino
0.55
Max drawdown
-31.96%
Best month
11.39%
Worst month
-12.33%
Beta vs VTSAX
1.11
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.