AVDV vs AVES: returns, Sharpe ratio and drawdown

Over the past year, AVDV returned +23.46% against +8.11% for AVES. Over five years, AVDV averaged +13.42% a year, compared with +7.49% for AVES. AVDV had the higher Sharpe ratio over the past year (1.08 vs 0.30), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.19% for AVDV and -14.23% for AVES. Dividends over the past year came to 3.70% of AVES's price, against 3.28% for AVDV. Their daily returns had a correlation of 0.82 over the past year, which is high.

AVDV charges 0.36% a year and AVES 0.36%. Over five years, reinvested dividends added 3.92 points a year to AVDV's return and 3.62 to AVES's.