Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Nov. 30, 2023Volatility (ann.)
12.03%
Sharpe
-0.13
Sortino
-0.20
Max drawdown
-18.66%
Best month
8.58%
Worst month
-5.89%
Beta vs VTSAX
0.52
Correlation
0.87
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.