Average annual returns
No trailing-return data available for this share class.
Risk statistics
38 months through Sept. 30, 2022Volatility (ann.)
24.81%
Sharpe
0.12
Sortino
0.18
Max drawdown
-41.73%
Best month
16.48%
Worst month
-14.52%
Beta vs VTSAX
1.07
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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