Average annual returns
No trailing-return data available for this share class.
Risk statistics
33 months through July 31, 2024Volatility (ann.)
21.30%
Sharpe
-0.38
Sortino
-0.52
Max drawdown
-37.76%
Best month
9.77%
Worst month
-11.99%
Beta vs VTSAX
1.05
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.