Average annual returns
No trailing-return data available for this share class.
Risk statistics
28 months through March 31, 2023Volatility (ann.)
22.98%
Sharpe
-0.07
Sortino
-0.10
Max drawdown
-38.82%
Best month
10.97%
Worst month
-13.18%
Beta vs VTSAX
1.09
Correlation
0.86
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
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