Average annual returns
No trailing-return data available for this share class.
Risk statistics
41 months through Dec. 31, 2023Volatility (ann.)
17.56%
Sharpe
0.60
Sortino
1.03
Max drawdown
-16.88%
Best month
13.78%
Worst month
-9.63%
Beta vs VTSAX
0.89
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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