Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
20.36%
Sharpe
0.58
Sortino
1.02
Max drawdown
-29.97%
Best month
14.22%
Worst month
-20.45%
Beta vs VTSAX
1.05
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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