Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through April 30, 2024Volatility (ann.)
13.31%
Sharpe
-0.28
Sortino
-0.38
Max drawdown
-25.69%
Best month
10.80%
Worst month
-8.53%
Beta vs VTSAX
0.67
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.