Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through July 31, 2024Volatility (ann.)
17.24%
Sharpe
0.20
Sortino
0.32
Max drawdown
-21.13%
Best month
11.16%
Worst month
-9.48%
Beta vs VTSAX
0.65
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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