Average annual returns
No trailing-return data available for this share class.
Risk statistics
32 months through Sept. 30, 2023Volatility (ann.)
15.91%
Sharpe
-0.30
Sortino
-0.40
Max drawdown
-25.40%
Best month
8.77%
Worst month
-9.77%
Beta vs VTSAX
0.74
Correlation
0.82
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.