Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
11.48%
Sharpe
0.19
Sortino
0.27
Max drawdown
-20.16%
Best month
6.89%
Worst month
-8.32%
Beta vs VTSAX
0.61
Correlation
0.94
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.