Average annual returns
No trailing-return data available for this share class.
Risk statistics
60 months through Dec. 31, 2024Volatility (ann.)
10.07%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-30.97%
Best month
8.72%
Worst month
-17.40%
Beta vs VTSAX
0.39
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.