Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
21.54%
Sharpe
-0.21
Sortino
-0.30
Max drawdown
-34.80%
Best month
18.24%
Worst month
-25.21%
Beta vs VTSAX
1.08
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.