Average annual returns
No trailing-return data available for this share class.
Risk statistics
26 months through Jan. 31, 2023Volatility (ann.)
20.58%
Sharpe
-0.38
Sortino
-0.49
Max drawdown
-34.62%
Best month
9.78%
Worst month
-13.01%
Beta vs VTSAX
1.04
Correlation
0.95
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.