Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through June 30, 2023Volatility (ann.)
5.54%
Sharpe
-0.45
Sortino
-0.65
Max drawdown
-14.90%
Best month
4.06%
Worst month
-2.70%
Beta vs VTSAX
-0.01
Correlation
-0.05
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.