Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Oct. 31, 2024Volatility (ann.)
20.90%
Sharpe
-0.20
Sortino
-0.29
Max drawdown
-31.79%
Best month
15.98%
Worst month
-15.38%
Beta vs VTSAX
1.13
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.