Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
16.84%
Sharpe
0.60
Sortino
0.97
Max drawdown
-28.41%
Best month
13.76%
Worst month
-17.39%
Beta vs VTSAX
0.83
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.