Average annual returns
No trailing-return data available for this share class.
Risk statistics
34 months through July 31, 2023Volatility (ann.)
29.28%
Sharpe
-0.19
Sortino
-0.27
Max drawdown
-55.50%
Best month
15.98%
Worst month
-19.03%
Beta vs VTSAX
1.30
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.