Average annual returns
No trailing-return data available for this share class.
Risk statistics
27 months through Sept. 30, 2022Volatility (ann.)
23.73%
Sharpe
-0.06
Sortino
-0.09
Max drawdown
-37.62%
Best month
17.76%
Worst month
-14.42%
Beta vs VTSAX
1.08
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.