Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2023Volatility (ann.)
17.24%
Sharpe
0.65
Sortino
1.05
Max drawdown
-22.12%
Best month
12.60%
Worst month
-11.19%
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.