VIG vs VYM: returns, Sharpe ratio and drawdown

Over the past year, VYM returned +15.48% against +12.45% for VIG. Over five years, VIG averaged +8.34% a year, compared with +8.19% for VYM. VYM had the higher Sharpe ratio over the past year (1.04 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.24% for VYM and -8.27% for VIG.