EWZ vs FNDE: returns, Sharpe ratio and drawdown

Over the past year, EWZ returned +38.42% against +15.96% for FNDE. Over five years, EWZ averaged +7.42% a year, compared with +5.62% for FNDE. EWZ had the higher Sharpe ratio over the past year (1.13 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.22% for FNDE and -19.27% for EWZ.