Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through June 30, 2022Volatility (ann.)
18.80%
Sharpe
-1.05
Sortino
-1.14
Max drawdown
-61.05%
Best month
8.93%
Worst month
-13.03%
Beta vs VTSAX
0.79
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.