MGV vs SCHD: returns, Sharpe ratio and drawdown

Over the past year, SCHD returned +35.17% against +23.09% for MGV. Over five years, MGV averaged +12.74% a year, compared with +10.29% for SCHD. SCHD had the higher Sharpe ratio over the past year (2.33 vs 1.67), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.42% for MGV and -6.88% for SCHD. Dividends over the past year came to 2.99% of SCHD's price, against 1.83% for MGV.