Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Feb. 28, 2022Volatility (ann.)
6.65%
Sharpe
-0.10
Sortino
-0.16
Max drawdown
-13.33%
Best month
3.92%
Worst month
-2.97%
Beta vs VTSAX
-0.01
Correlation
-0.03
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.