Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
21.19%
Sharpe
0.21
Sortino
0.34
Max drawdown
-32.86%
Best month
15.98%
Worst month
-22.97%
Beta vs VTSAX
0.84
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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