Average annual returns
No trailing-return data available for this share class.
Risk statistics
34 months through Oct. 31, 2022Volatility (ann.)
28.39%
Sharpe
0.33
Sortino
0.52
Max drawdown
-49.95%
Best month
14.98%
Worst month
-16.40%
Beta vs VTSAX
0.93
Correlation
0.72
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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