Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
7.98%
Sharpe
-1.56
Sortino
-1.52
Max drawdown
-42.67%
Best month
2.28%
Worst month
-5.79%
Beta vs VTSAX
0.10
Correlation
0.28
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.