Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
20.21%
Sharpe
0.49
Sortino
0.89
Max drawdown
-33.02%
Best month
16.36%
Worst month
-21.80%
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.