Average annual returns
No trailing-return data available for this share class.
Risk statistics
31 months through Sept. 30, 2023Volatility (ann.)
9.64%
Sharpe
0.12
Sortino
0.18
Max drawdown
-14.83%
Best month
5.20%
Worst month
-5.99%
Beta vs VTSAX
0.34
Correlation
0.62
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.