Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
26.74%
Sharpe
-0.40
Sortino
-0.52
Max drawdown
-52.11%
Best month
18.70%
Worst month
-17.68%
Beta vs VTSAX
1.27
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.