Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
17.05%
Sharpe
0.46
Sortino
0.71
Max drawdown
-24.89%
Best month
13.17%
Worst month
-15.52%
Beta vs VTSAX
0.95
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.