Average annual returns
No trailing-return data available for this share class.
Risk statistics
39 months through Sept. 30, 2022Volatility (ann.)
23.04%
Sharpe
-2.18
Sortino
-1.76
Max drawdown
-90.19%
Best month
8.03%
Worst month
-20.81%
Beta vs VTSAX
0.97
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.