Average annual returns
No trailing-return data available for this share class.
Risk statistics
36 months through Aug. 31, 2022Volatility (ann.)
29.18%
Sharpe
-0.14
Sortino
-0.20
Max drawdown
-46.73%
Best month
19.71%
Worst month
-19.87%
Beta vs VTSAX
1.29
Correlation
0.89
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.