Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
20.92%
Sharpe
0.72
Sortino
1.39
Max drawdown
-34.96%
Best month
16.68%
Worst month
-25.06%
Beta vs VTSAX
0.98
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.