Average annual returns
No trailing-return data available for this share class.
Risk statistics
29 months through Sept. 30, 2023Volatility (ann.)
17.65%
Sharpe
0.13
Sortino
0.18
Max drawdown
-23.88%
Best month
8.53%
Worst month
-9.21%
Beta vs VTSAX
0.97
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.