FNDF vs SCHF: returns, Sharpe ratio and drawdown

Over the past year, FNDF returned +22.50% against +12.87% for SCHF. Over five years, FNDF averaged +9.97% a year, compared with +6.19% for SCHF. FNDF had the higher Sharpe ratio over the past year (1.06 vs 0.52), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.60% for FNDF and -11.48% for SCHF.