Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Sept. 30, 2024Volatility (ann.)
20.76%
Sharpe
0.12
Sortino
0.17
Max drawdown
-30.02%
Best month
9.99%
Worst month
-13.30%
Beta vs VTSAX
1.01
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.