Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through June 30, 2023Volatility (ann.)
30.20%
Sharpe
-0.05
Sortino
-0.07
Max drawdown
-42.66%
Best month
21.53%
Worst month
-19.19%
Beta vs VTSAX
1.50
Correlation
0.92
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.