Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
23.18%
Sharpe
-0.09
Sortino
-0.11
Max drawdown
-31.34%
Best month
11.27%
Worst month
-22.79%
Beta vs VTSAX
0.99
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.