Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2023Volatility (ann.)
12.74%
Sharpe
1.04
Sortino
2.08
Max drawdown
-25.23%
Best month
13.26%
Worst month
-15.18%
Beta vs VTSAX
0.50
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.