Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Aug. 31, 2022Volatility (ann.)
51.61%
Sharpe
-0.36
Sortino
-0.49
Max drawdown
-63.14%
Best month
29.82%
Worst month
-46.41%
Beta vs VTSAX
2.05
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.