Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through April 30, 2024Volatility (ann.)
10.92%
Sharpe
-0.39
Sortino
-0.52
Max drawdown
-20.82%
Best month
7.92%
Worst month
-6.44%
Beta vs VTSAX
-0.17
Correlation
-0.27
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.