Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Nov. 30, 2023Volatility (ann.)
33.93%
Sharpe
-0.56
Sortino
-0.79
Max drawdown
-67.94%
Best month
24.00%
Worst month
-18.95%
Beta vs VTSAX
1.38
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.