Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Oct. 31, 2024Volatility (ann.)
20.26%
Sharpe
-0.04
Sortino
-0.07
Max drawdown
-30.08%
Best month
10.48%
Worst month
-17.90%
Beta vs VTSAX
1.00
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.