Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through June 30, 2024Volatility (ann.)
17.17%
Sharpe
0.44
Sortino
0.80
Max drawdown
-13.01%
Best month
13.69%
Worst month
-8.25%
Beta vs VTSAX
0.75
Correlation
0.79
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.