Average annual returns
No trailing-return data available for this share class.
Risk statistics
45 months through Dec. 31, 2023Volatility (ann.)
30.23%
Sharpe
-0.45
Sortino
-0.62
Max drawdown
-62.36%
Best month
26.35%
Worst month
-21.41%
Beta vs VTSAX
0.93
Correlation
0.55
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.