Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
16.67%
Sharpe
0.45
Sortino
0.72
Max drawdown
-28.25%
Best month
11.97%
Worst month
-17.53%
Beta vs VTSAX
0.85
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.