Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through March 31, 2024Volatility (ann.)
29.88%
Sharpe
0.04
Sortino
0.06
Max drawdown
-45.32%
Best month
19.43%
Worst month
-17.23%
Beta vs VTSAX
1.35
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.