Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
22.14%
Sharpe
0.53
Sortino
0.95
Max drawdown
-32.18%
Best month
17.84%
Worst month
-22.27%
Beta vs VTSAX
1.07
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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