Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
20.45%
Sharpe
0.14
Sortino
0.21
Max drawdown
-27.30%
Best month
13.76%
Worst month
-16.10%
Beta vs VTSAX
1.12
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.