Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
21.83%
Sharpe
-0.06
Sortino
-0.10
Max drawdown
-30.72%
Best month
18.28%
Worst month
-21.65%
Beta vs VTSAX
1.09
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.