Average annual returns
No trailing-return data available for this share class.
Risk statistics
50 months through June 30, 2024Volatility (ann.)
21.93%
Sharpe
-0.19
Sortino
-0.29
Max drawdown
-25.63%
Best month
19.13%
Worst month
-11.26%
Beta vs VTSAX
1.06
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.