Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Dec. 31, 2022Volatility (ann.)
26.06%
Sharpe
-0.19
Sortino
-0.26
Max drawdown
-43.99%
Best month
16.03%
Worst month
-17.01%
Beta vs VTSAX
0.97
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.