Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through Sept. 30, 2022Volatility (ann.)
22.14%
Sharpe
-0.41
Sortino
-0.53
Max drawdown
-27.10%
Best month
13.94%
Worst month
-21.58%
Beta vs VTSAX
0.85
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.