Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
17.56%
Sharpe
0.35
Sortino
0.53
Max drawdown
-26.87%
Best month
13.33%
Worst month
-14.53%
Beta vs VTSAX
0.98
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.