Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Feb. 29, 2024Volatility (ann.)
16.76%
Sharpe
0.39
Sortino
0.61
Max drawdown
-25.02%
Best month
12.48%
Worst month
-15.61%
Beta vs VTSAX
0.90
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.