VSS vs AVDV: returns, Sharpe ratio and drawdown

Over the past year, AVDV returned +23.46% against +10.03% for VSS. Over five years, AVDV averaged +13.42% a year, compared with +4.45% for VSS. AVDV had the higher Sharpe ratio over the past year (1.08 vs 0.43), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -11.62% for VSS and -13.19% for AVDV. Dividends over the past year came to 3.28% of AVDV's price, against 3.01% for VSS. Their daily returns had a correlation of 0.95 over the past year, which is very high.

VSS charges 0.06% a year and AVDV 0.36%. Over five years, reinvested dividends added 3.08 points a year to VSS's return and 3.92 to AVDV's.