Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
17.76%
Sharpe
0.58
Sortino
0.90
Max drawdown
-24.30%
Best month
13.17%
Worst month
-13.40%
Beta vs VTSAX
0.99
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.