Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Sept. 30, 2021Volatility (ann.)
13.54%
Sharpe
-0.27
Sortino
-0.38
Max drawdown
-24.69%
Best month
8.77%
Worst month
-8.78%
Beta vs VTSAX
0.40
Correlation
0.56
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.