Average annual returns
No trailing-return data available for this share class.
Risk statistics
57 months through March 31, 2024Volatility (ann.)
23.44%
Sharpe
-0.41
Sortino
-0.50
Max drawdown
-50.67%
Best month
12.96%
Worst month
-18.88%
Beta vs VTSAX
1.08
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.