Average annual returns
No trailing-return data available for this share class.
Risk statistics
26 months through Jan. 31, 2023Volatility (ann.)
21.69%
Sharpe
-0.38
Sortino
-0.50
Max drawdown
-33.92%
Best month
11.16%
Worst month
-15.38%
Beta vs VTSAX
0.98
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.