Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through July 31, 2024Volatility (ann.)
15.85%
Sharpe
0.40
Sortino
0.62
Max drawdown
-22.83%
Best month
9.65%
Worst month
-11.60%
Beta vs VTSAX
0.85
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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