Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Oct. 31, 2024Volatility (ann.)
21.13%
Sharpe
-0.22
Sortino
-0.30
Max drawdown
-35.32%
Best month
15.70%
Worst month
-17.77%
Beta vs VTSAX
1.11
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.