Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
22.38%
Sharpe
-0.12
Sortino
-0.17
Max drawdown
-33.50%
Best month
15.73%
Worst month
-17.86%
Beta vs VTSAX
1.15
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.