Average annual returns
No trailing-return data available for this share class.
Risk statistics
29 months through Sept. 30, 2023Volatility (ann.)
20.27%
Sharpe
-0.12
Sortino
-0.19
Max drawdown
-22.73%
Best month
12.98%
Worst month
-9.94%
Beta vs VTSAX
0.98
Correlation
0.88
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.