Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
24.96%
Sharpe
-0.56
Sortino
-0.67
Max drawdown
-50.35%
Best month
10.73%
Worst month
-19.58%
Beta vs VTSAX
1.13
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.