Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Jan. 31, 2023Volatility (ann.)
5.18%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-9.53%
Best month
2.78%
Worst month
-4.61%
Beta vs VTSAX
0.21
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.