Average annual returns
No trailing-return data available for this share class.
Risk statistics
31 months through Nov. 30, 2023Volatility (ann.)
16.93%
Sharpe
-0.17
Sortino
-0.24
Max drawdown
-23.47%
Best month
8.96%
Worst month
-10.40%
Beta vs VTSAX
0.76
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.