Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
8.22%
Sharpe
-5.18
Sortino
-2.43
Max drawdown
-85.10%
Best month
-0.37%
Worst month
-9.63%
Beta vs VTSAX
0.34
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.