Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Oct. 31, 2023Volatility (ann.)
17.91%
Sharpe
0.56
Sortino
0.89
Max drawdown
-23.71%
Best month
12.80%
Worst month
-12.55%
Beta vs VTSAX
0.98
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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