Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
15.00%
Sharpe
0.56
Sortino
0.88
Max drawdown
-23.25%
Best month
11.13%
Worst month
-15.98%
Beta vs VTSAX
0.78
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.