Average annual returns
No trailing-return data available for this share class.
Risk statistics
28 months through Oct. 31, 2023Volatility (ann.)
15.09%
Sharpe
-0.79
Sortino
-0.89
Max drawdown
-32.00%
Best month
7.51%
Worst month
-13.01%
Beta vs VTSAX
0.56
Correlation
0.68
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.