VGT vs VTI: returns, Sharpe ratio and drawdown

Over the past year, VGT returned +32.61% against +14.79% for VTI. Over five years, VGT averaged +19.44% a year, compared with +10.50% for VTI. VGT had the higher Sharpe ratio over the past year (1.09 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -9.20% for VTI and -16.57% for VGT.