Average annual returns
No trailing-return data available for this share class.
Risk statistics
28 months through March 31, 2023Volatility (ann.)
20.49%
Sharpe
-0.18
Sortino
-0.24
Max drawdown
-39.37%
Best month
10.04%
Worst month
-11.78%
Beta vs VTSAX
0.85
Correlation
0.75
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.