Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Jan. 31, 2024Volatility (ann.)
10.85%
Sharpe
-0.14
Sortino
-0.20
Max drawdown
-21.50%
Best month
6.11%
Worst month
-6.49%
Beta vs VTSAX
0.56
Correlation
0.91
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.