Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
19.77%
Sharpe
0.21
Sortino
0.35
Max drawdown
-31.51%
Best month
15.53%
Worst month
-20.82%
Beta vs VTSAX
0.98
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.