Average annual returns
No trailing-return data available for this share class.
Risk statistics
30 months through Aug. 31, 2022Volatility (ann.)
43.66%
Sharpe
-0.60
Sortino
-0.72
Max drawdown
-53.12%
Best month
28.65%
Worst month
-44.38%
Beta vs VTSAX
1.77
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.