VONG vs VOOG: returns, Sharpe ratio and drawdown

Over the past year, VOOG returned +14.38% against +2.83% for VONG. Over five years, VOOG averaged +11.56% a year, compared with +10.37% for VONG. VOOG had the higher Sharpe ratio over the past year (0.59 vs -0.01), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.95% for VOOG and -16.43% for VONG.