Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Jan. 31, 2024Volatility (ann.)
18.53%
Sharpe
0.07
Sortino
0.10
Max drawdown
-19.83%
Best month
9.14%
Worst month
-9.21%
Beta vs VTSAX
0.48
Correlation
0.50
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.