PDBC vs COMT: returns, Sharpe ratio and drawdown

Over the past year, COMT returned +54.90% against +53.59% for PDBC. Over five years, COMT averaged +13.60% a year, compared with +12.28% for PDBC. PDBC had the higher Sharpe ratio over the past year (1.98 vs 1.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -16.55% for PDBC and -17.57% for COMT. Dividends over the past year came to 5.00% of COMT's price, against 2.54% for PDBC.