Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through Sept. 30, 2024Volatility (ann.)
20.99%
Sharpe
0.12
Sortino
0.18
Max drawdown
-30.96%
Best month
10.66%
Worst month
-17.67%
Beta vs VTSAX
1.02
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.