VOOG vs VUG: returns, Sharpe ratio and drawdown

Over the past year, VOOG returned +14.38% against +8.85% for VUG. Over five years, VOOG averaged +11.56% a year, compared with +11.00% for VUG. VOOG had the higher Sharpe ratio over the past year (0.59 vs 0.32), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -13.95% for VOOG and -16.71% for VUG.