CMF vs HYMB: returns, Sharpe ratio and drawdown

Over the past year, CMF returned -4.74% against -6.27% for HYMB. Over five years, CMF averaged -2.45% a year, compared with -4.56% for HYMB. HYMB had the higher Sharpe ratio over the past year (-2.21 vs -2.63), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.10% for CMF and -8.96% for HYMB.