Average annual returns
No trailing-return data available for this share class.
Risk statistics
38 months through Oct. 31, 2023Volatility (ann.)
12.44%
Sharpe
-0.21
Sortino
-0.25
Max drawdown
-26.63%
Best month
5.84%
Worst month
-11.19%
Beta vs VTSAX
0.48
Correlation
0.71
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.