Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
17.89%
Sharpe
0.54
Sortino
0.88
Max drawdown
-23.77%
Best month
12.78%
Worst month
-14.82%
Beta vs VTSAX
0.98
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.