Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Feb. 29, 2024Volatility (ann.)
21.36%
Sharpe
-0.10
Sortino
-0.15
Max drawdown
-30.40%
Best month
14.67%
Worst month
-24.56%
Beta vs VTSAX
1.08
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.