Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Nov. 30, 2023Volatility (ann.)
19.76%
Sharpe
0.50
Sortino
0.89
Max drawdown
-25.51%
Best month
12.50%
Worst month
-25.51%
Beta vs VTSAX
0.97
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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