RPV vs VTV: returns, Sharpe ratio and drawdown

Over the past year, RPV returned +22.90% against +22.71% for VTV. Over five years, VTV averaged +12.26% a year, compared with +11.51% for RPV. VTV had the higher Sharpe ratio over the past year (1.65 vs 1.43), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -6.35% for VTV and -7.74% for RPV. Dividends over the past year came to 2.09% of RPV's price, against 1.84% for VTV.