Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Dec. 31, 2022Volatility (ann.)
21.86%
Sharpe
-0.13
Sortino
-0.16
Max drawdown
-30.11%
Best month
10.67%
Worst month
-20.06%
Beta vs VTSAX
0.91
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.