Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through June 30, 2024Volatility (ann.)
22.58%
Sharpe
0.05
Sortino
0.07
Max drawdown
-40.11%
Best month
19.01%
Worst month
-27.71%
Beta vs VTSAX
1.05
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.