Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2023Volatility (ann.)
19.65%
Sharpe
0.45
Sortino
0.68
Max drawdown
-28.44%
Best month
14.42%
Worst month
-10.98%
Beta vs VTSAX
1.04
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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