Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2023Volatility (ann.)
18.68%
Sharpe
0.50
Sortino
0.83
Max drawdown
-27.44%
Best month
13.60%
Worst month
-15.15%
Beta vs VTSAX
0.99
Correlation
0.96
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.