Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Aug. 31, 2023Volatility (ann.)
22.15%
Sharpe
0.79
Sortino
1.26
Max drawdown
-54.75%
Best month
15.20%
Worst month
-54.66%
Beta vs VTSAX
0.93
Correlation
0.76
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.