SCHC vs AVDV: returns, Sharpe ratio and drawdown

Over the past year, AVDV returned +23.46% against +12.96% for SCHC. Over five years, AVDV averaged +13.42% a year, compared with +5.19% for SCHC. AVDV had the higher Sharpe ratio over the past year (1.08 vs 0.57), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -12.48% for SCHC and -13.19% for AVDV. Dividends over the past year came to 3.47% of SCHC's price, against 3.28% for AVDV. Their daily returns had a correlation of 0.96 over the past year, which is very high.

SCHC charges 0.06% a year and AVDV 0.36%. Over five years, reinvested dividends added 3.06 points a year to SCHC's return and 3.92 to AVDV's.