Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
21.86%
Sharpe
0.13
Sortino
0.20
Max drawdown
-34.97%
Best month
16.63%
Worst month
-17.91%
Beta vs VTSAX
1.17
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.