Average annual returns
No trailing-return data available for this share class.
Risk statistics
63 months through Oct. 31, 2024Volatility (ann.)
21.74%
Sharpe
-0.11
Sortino
-0.17
Max drawdown
-30.61%
Best month
15.89%
Worst month
-22.73%
Beta vs VTSAX
1.12
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.