Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through July 31, 2023Volatility (ann.)
22.68%
Sharpe
-0.24
Sortino
-0.33
Max drawdown
-50.53%
Best month
15.47%
Worst month
-15.53%
Beta vs VTSAX
1.08
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.