Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
23.28%
Sharpe
0.03
Sortino
0.05
Max drawdown
-32.86%
Best month
17.72%
Worst month
-21.35%
Beta vs VTSAX
1.17
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.