Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through May 31, 2024Volatility (ann.)
20.10%
Sharpe
-0.21
Sortino
-0.30
Max drawdown
-33.56%
Best month
15.12%
Worst month
-18.12%
Beta vs VTSAX
1.03
Correlation
0.93
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.