Average annual returns
No trailing-return data available for this share class.
Risk statistics
41 months through Sept. 30, 2024Volatility (ann.)
28.25%
Sharpe
-0.59
Sortino
-0.75
Max drawdown
-63.85%
Best month
16.71%
Worst month
-19.55%
Beta vs VTSAX
1.31
Correlation
0.83
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.