Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
20.54%
Sharpe
-0.20
Sortino
-0.29
Max drawdown
-33.92%
Best month
16.13%
Worst month
-19.26%
Beta vs VTSAX
1.04
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.