Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
17.41%
Sharpe
0.30
Sortino
0.49
Max drawdown
-31.82%
Best month
20.66%
Worst month
-21.76%
Beta vs VTSAX
0.80
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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