Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Sept. 30, 2023Volatility (ann.)
17.69%
Sharpe
0.63
Sortino
1.13
Max drawdown
-29.87%
Best month
13.68%
Worst month
-19.69%
Beta vs VTSAX
0.89
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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