Average annual returns
No trailing-return data available for this share class.
Risk statistics
59 months through May 31, 2024Volatility (ann.)
20.66%
Sharpe
-0.05
Sortino
-0.08
Max drawdown
-26.83%
Best month
16.75%
Worst month
-15.62%
Beta vs VTSAX
1.02
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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