Average annual returns
No trailing-return data available for this share class.
Risk statistics
48 months through Oct. 31, 2024Volatility (ann.)
16.20%
Sharpe
-0.07
Sortino
-0.11
Max drawdown
-31.00%
Best month
15.33%
Worst month
-8.94%
Beta vs VTSAX
0.56
Correlation
0.61
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.