Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Sept. 30, 2023Volatility (ann.)
8.42%
Sharpe
0.43
Sortino
0.69
Max drawdown
-12.89%
Best month
6.20%
Worst month
-3.18%
Beta vs VTSAX
0.43
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.