Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
21.56%
Sharpe
0.10
Sortino
0.16
Max drawdown
-33.54%
Best month
15.02%
Worst month
-15.27%
Beta vs VTSAX
1.08
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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