Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
13.60%
Sharpe
-3.01
Sortino
-2.07
Max drawdown
-83.68%
Best month
2.09%
Worst month
-12.57%
Beta vs VTSAX
0.60
Correlation
0.97
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.