VIOO vs VB: returns, Sharpe ratio and drawdown

Over the past year, VIOO returned +21.78% against +17.75% for VB. Over five years, VB averaged +5.84% a year, compared with +4.97% for VIOO. VIOO had the higher Sharpe ratio over the past year (1.06 vs 0.86), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -8.98% for VB and -9.79% for VIOO. Dividends over the past year came to 1.24% of VB's price, against 1.14% for VIOO. Their daily returns had a correlation of 0.95 over the past year, which is very high.

VIOO charges 0.07% a year and VB 0.03%. Over five years, reinvested dividends added 1.45 points a year to VIOO's return and 1.57 to VB's.