Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Aug. 31, 2021Volatility (ann.)
46.24%
Sharpe
-0.17
Sortino
-0.23
Max drawdown
-55.51%
Best month
25.41%
Worst month
-40.19%
Beta vs VTSAX
2.03
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.