SCHG vs VOO: returns, Sharpe ratio and drawdown

Over the past year, VOO returned +19.16% against +16.97% for SCHG. Over five years, SCHG averaged +13.81% a year, compared with +11.82% for VOO. VOO had the higher Sharpe ratio over the past year (1.10 vs 0.77), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.19% for VOO and -16.59% for SCHG.