Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
22.72%
Sharpe
-0.33
Sortino
-0.45
Max drawdown
-47.53%
Best month
17.45%
Worst month
-18.81%
Beta vs VTSAX
0.89
Correlation
0.69
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.