Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
19.23%
Sharpe
-0.24
Sortino
-0.30
Max drawdown
-26.13%
Best month
11.36%
Worst month
-16.09%
Beta vs VTSAX
0.83
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.