Average annual returns
No trailing-return data available for this share class.
Risk statistics
66 months through Dec. 31, 2024Volatility (ann.)
8.30%
Sharpe
-0.12
Sortino
-0.17
Max drawdown
-16.67%
Best month
4.89%
Worst month
-5.04%
Beta vs VTSAX
0.33
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.