Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
17.44%
Sharpe
-0.24
Sortino
-0.34
Max drawdown
-27.21%
Best month
10.19%
Worst month
-11.88%
Beta vs VTSAX
0.80
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.