Average annual returns
No trailing-return data available for this share class.
Risk statistics
51 months through Sept. 30, 2023Volatility (ann.)
11.26%
Sharpe
-0.07
Sortino
-0.10
Max drawdown
-15.41%
Best month
7.35%
Worst month
-6.19%
Beta vs VTSAX
0.46
Correlation
0.74
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.