Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
26.38%
Sharpe
-0.43
Sortino
-0.61
Max drawdown
-50.24%
Best month
20.66%
Worst month
-22.10%
Beta vs VTSAX
1.28
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.