FSTA vs VOO: returns, Sharpe ratio and drawdown

Over the past year, FSTA returned +21.30% against +13.45% for VOO. Over five years, VOO averaged +11.46% a year, compared with +7.85% for FSTA. FSTA had the higher Sharpe ratio over the past year (1.10 vs 0.73), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.90% for VOO and -9.36% for FSTA. Dividends over the past year came to 2.04% of FSTA's price, against 1.07% for VOO. Their daily returns had a correlation of -0.04 over the past year, which is close to zero.

FSTA charges 0.084% a year and VOO 0.03%. Over five years, reinvested dividends added 2.51 points a year to FSTA's return and 1.55 to VOO's.