Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
21.64%
Sharpe
0.10
Sortino
0.16
Max drawdown
-31.94%
Best month
17.38%
Worst month
-23.10%
Beta vs VTSAX
1.10
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.