Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Jan. 31, 2023Volatility (ann.)
9.51%
Sharpe
-0.04
Sortino
-0.05
Max drawdown
-17.95%
Best month
4.76%
Worst month
-5.78%
Beta vs VTSAX
0.39
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.