Average annual returns
No trailing-return data available for this share class.
Risk statistics
40 months through March 31, 2024Volatility (ann.)
17.08%
Sharpe
0.53
Sortino
0.86
Max drawdown
-22.42%
Best month
10.30%
Worst month
-8.97%
Beta vs VTSAX
0.94
Correlation
0.98
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.