Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Jan. 31, 2024Volatility (ann.)
14.07%
Sharpe
-0.11
Sortino
-0.15
Max drawdown
-30.41%
Best month
10.05%
Worst month
-23.83%
Beta vs VTSAX
0.73
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.