Average annual returns
No trailing-return data available for this share class.
Risk statistics
34 months through Sept. 30, 2023Volatility (ann.)
22.20%
Sharpe
0.63
Sortino
1.05
Max drawdown
-19.03%
Best month
14.58%
Worst month
-13.58%
Beta vs VTSAX
1.08
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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