Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Dec. 31, 2023Volatility (ann.)
37.23%
Sharpe
-0.33
Sortino
-0.46
Max drawdown
-63.49%
Best month
22.88%
Worst month
-23.51%
Beta vs VTSAX
1.52
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.