FNDA vs SCHA: returns, Sharpe ratio and drawdown

Over the past year, FNDA returned +13.70% against +13.08% for SCHA. Over five years, FNDA averaged +5.22% a year, compared with +4.15% for SCHA. FNDA had the higher Sharpe ratio over the past year (0.62 vs 0.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.48% for FNDA and -11.46% for SCHA.