LTPZ vs TLT: returns, Sharpe ratio and drawdown

Over the past year, TLT returned -6.56% against -7.69% for LTPZ. Over five years, LTPZ averaged -7.39% a year, compared with -7.92% for TLT. TLT had the higher Sharpe ratio over the past year (-1.13 vs -1.25), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.47% for TLT and -13.83% for LTPZ. Dividends over the past year came to 6.24% of LTPZ's price, against 4.76% for TLT.