Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Nov. 30, 2023Volatility (ann.)
19.40%
Sharpe
-0.08
Sortino
-0.12
Max drawdown
-26.65%
Best month
9.49%
Worst month
-8.94%
Beta vs VTSAX
0.96
Correlation
0.99
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.