Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through May 31, 2024Volatility (ann.)
14.62%
Sharpe
0.42
Sortino
0.70
Max drawdown
-14.14%
Best month
10.31%
Worst month
-7.71%
Beta vs VTSAX
0.71
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.