Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
25.04%
Sharpe
0.04
Sortino
0.07
Max drawdown
-35.26%
Best month
14.31%
Worst month
-14.86%
Beta vs VTSAX
1.17
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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