Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Oct. 31, 2023Volatility (ann.)
17.39%
Sharpe
0.58
Sortino
1.01
Max drawdown
-28.15%
Best month
13.96%
Worst month
-18.39%
Beta vs VTSAX
0.93
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.