Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through Sept. 30, 2024Volatility (ann.)
15.88%
Sharpe
0.40
Sortino
0.61
Max drawdown
-25.31%
Best month
9.41%
Worst month
-12.56%
Beta vs VTSAX
0.86
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.