Average annual returns
No trailing-return data available for this share class.
Risk statistics
54 months through June 30, 2024Volatility (ann.)
25.61%
Sharpe
-0.60
Sortino
-0.78
Max drawdown
-50.41%
Best month
20.17%
Worst month
-17.23%
Beta vs VTSAX
1.19
Correlation
0.84
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.