GSLC vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +13.45% against +11.91% for GSLC. Over five years, VOO averaged +11.46% a year, compared with +10.41% for GSLC. VOO had the higher Sharpe ratio over the past year (0.73 vs 0.64), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.90% for VOO and -9.49% for GSLC. Dividends over the past year came to 1.07% of VOO's price, against 1.03% for GSLC. Their daily returns had a correlation of 0.99 over the past year, which is very high.

GSLC charges 0.09% a year and VOO 0.03%. Over five years, reinvested dividends added 1.42 points a year to GSLC's return and 1.55 to VOO's.