Average annual returns
No trailing-return data available for this share class.
Risk statistics
38 months through Oct. 31, 2023Volatility (ann.)
12.73%
Sharpe
-0.17
Sortino
-0.21
Max drawdown
-25.96%
Best month
6.30%
Worst month
-11.41%
Beta vs VTSAX
0.49
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.