Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through March 31, 2024Volatility (ann.)
12.20%
Sharpe
0.39
Sortino
0.61
Max drawdown
-18.70%
Best month
8.03%
Worst month
-9.44%
Beta vs VTSAX
0.67
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.