Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through July 31, 2023Volatility (ann.)
21.06%
Sharpe
-0.28
Sortino
-0.40
Max drawdown
-27.16%
Best month
11.73%
Worst month
-9.65%
Beta vs VTSAX
0.92
Correlation
0.85
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.