Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through July 31, 2024Volatility (ann.)
13.19%
Sharpe
0.30
Sortino
0.45
Max drawdown
-19.97%
Best month
7.84%
Worst month
-11.45%
Beta vs VTSAX
0.65
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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