Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
17.77%
Sharpe
0.56
Sortino
0.90
Max drawdown
-23.82%
Best month
12.80%
Worst month
-12.22%
Beta vs VTSAX
0.97
Correlation
1.00
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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