DGRW vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +27.27% against +10.79% for DGRW. Over five years, DGRW averaged +9.74% a year, compared with +5.90% for SCHD. SCHD had the higher Sharpe ratio over the past year (1.84 vs 0.62), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.61% for SCHD and -8.53% for DGRW.