Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through Dec. 31, 2023Volatility (ann.)
29.84%
Sharpe
-0.16
Sortino
-0.25
Max drawdown
-50.05%
Best month
24.18%
Worst month
-29.22%
Beta vs VTSAX
1.40
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.