Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
34.64%
Sharpe
-0.36
Sortino
-0.49
Max drawdown
-60.32%
Best month
21.87%
Worst month
-23.38%
Beta vs VTSAX
1.45
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.