VKTX vs XLV: returns, Sharpe ratio and drawdown

Over the past year, XLV returned +22.05% against -25.42% for VKTX. Over five years, VKTX averaged +34.29% a year, compared with +5.76% for XLV. XLV had the higher Sharpe ratio over the past year (1.05 vs -0.17), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.84% for XLV and -40.26% for VKTX.