Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
20.18%
Sharpe
0.22
Sortino
0.33
Max drawdown
-38.41%
Best month
13.94%
Worst month
-32.03%
Beta vs VTSAX
0.91
Correlation
0.80
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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