Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Sept. 30, 2024Volatility (ann.)
19.58%
Sharpe
0.15
Sortino
0.24
Max drawdown
-29.07%
Best month
10.62%
Worst month
-11.41%
Beta vs VTSAX
0.95
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.