SPIB vs VCSH: returns, Sharpe ratio and drawdown

Over the past year, VCSH returned -3.21% against -4.58% for SPIB. Over five years, VCSH averaged -1.10% a year, compared with -2.22% for SPIB. SPIB had the higher Sharpe ratio over the past year (-2.81 vs -3.23), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -3.97% for VCSH and -5.66% for SPIB.