Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
17.36%
Sharpe
-0.35
Sortino
-0.49
Max drawdown
-30.32%
Best month
10.28%
Worst month
-12.74%
Beta vs VTSAX
0.81
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.