Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through June 30, 2024Volatility (ann.)
12.76%
Sharpe
-0.34
Sortino
-0.47
Max drawdown
-29.38%
Best month
8.87%
Worst month
-7.62%
Beta vs VTSAX
0.48
Correlation
0.70
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.