SCHX vs SCHG: returns, Sharpe ratio and drawdown

Over the past year, SCHX returned +12.91% against +8.91% for SCHG. Over five years, SCHG averaged +11.88% a year, compared with +10.18% for SCHX. SCHX had the higher Sharpe ratio over the past year (0.67 vs 0.33), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.28% for SCHX and -16.59% for SCHG.