Average annual returns
No trailing-return data available for this share class.
Risk statistics
42 months through Sept. 30, 2024Volatility (ann.)
33.46%
Sharpe
-0.33
Sortino
-0.45
Max drawdown
-62.67%
Best month
20.00%
Worst month
-24.16%
Beta vs VTSAX
1.53
Correlation
0.81
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.