Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
17.40%
Sharpe
0.49
Sortino
0.76
Max drawdown
-23.73%
Best month
9.62%
Worst month
-8.97%
Beta vs VTSAX
0.96
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.