SCHK vs SCHX: returns, Sharpe ratio and drawdown

Over the past year, SCHK returned +13.13% against +12.91% for SCHX. Over five years, SCHX averaged +10.18% a year, compared with +10.04% for SCHK. SCHK had the higher Sharpe ratio over the past year (0.68 vs 0.67), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.22% for SCHK and -9.28% for SCHX.