Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through June 30, 2022Volatility (ann.)
27.61%
Sharpe
-0.15
Sortino
-0.20
Max drawdown
-40.30%
Best month
15.34%
Worst month
-18.63%
Beta vs VTSAX
1.19
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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