Average annual returns
No trailing-return data available for this share class.
Risk statistics
35 months through Oct. 31, 2023Volatility (ann.)
13.34%
Sharpe
0.29
Sortino
0.46
Max drawdown
-17.42%
Best month
7.37%
Worst month
-6.87%
Beta vs VTSAX
0.69
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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