Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Nov. 30, 2023Volatility (ann.)
16.63%
Sharpe
0.54
Sortino
0.83
Max drawdown
-22.96%
Best month
11.13%
Worst month
-11.06%
Beta vs VTSAX
0.93
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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