Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through June 30, 2023Volatility (ann.)
7.99%
Sharpe
-0.83
Sortino
-1.04
Max drawdown
-19.68%
Best month
4.25%
Worst month
-4.66%
Beta vs VTSAX
-0.33
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.