Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
12.72%
Sharpe
0.39
Sortino
0.61
Max drawdown
-20.12%
Best month
9.31%
Worst month
-12.25%
Beta vs VTSAX
0.56
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.