Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Sept. 30, 2023Volatility (ann.)
23.56%
Sharpe
-0.86
Sortino
-1.00
Max drawdown
-41.31%
Best month
10.34%
Worst month
-18.48%
Beta vs VTSAX
0.93
Correlation
0.77
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.