Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
18.71%
Sharpe
0.35
Sortino
0.53
Max drawdown
-27.07%
Best month
12.74%
Worst month
-10.50%
Beta vs VTSAX
1.02
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.