Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
15.76%
Sharpe
0.41
Sortino
0.66
Max drawdown
-21.73%
Best month
10.27%
Worst month
-12.74%
Beta vs VTSAX
0.83
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.