Average annual returns
No trailing-return data available for this share class.
Risk statistics
66 months through Dec. 31, 2024Volatility (ann.)
14.55%
Sharpe
-0.09
Sortino
-0.13
Max drawdown
-19.59%
Best month
10.20%
Worst month
-10.36%
Beta vs VTSAX
0.67
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.