Average annual returns
No trailing-return data available for this share class.
Risk statistics
24 months through Nov. 30, 2023Volatility (ann.)
13.26%
Sharpe
-0.17
Sortino
-0.24
Max drawdown
-19.84%
Best month
8.25%
Worst month
-7.71%
Beta vs VTSAX
0.59
Correlation
0.90
Derived from N-PORT monthly total returns; distinct from the prospectus returns above.
Machine-readable: JSON · Markdown. Programmatic access via the agent surface.