Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through March 31, 2024Volatility (ann.)
17.75%
Sharpe
0.50
Sortino
0.79
Max drawdown
-24.13%
Best month
9.86%
Worst month
-8.82%
Beta vs VTSAX
0.93
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.