Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through June 30, 2024Volatility (ann.)
13.16%
Sharpe
0.13
Sortino
0.19
Max drawdown
-21.81%
Best month
8.35%
Worst month
-9.86%
Beta vs VTSAX
0.71
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.