VYM vs VTI: returns, Sharpe ratio and drawdown

Over the past year, VTI returned +14.79% against +12.78% for VYM. Over five years, VTI averaged +10.50% a year, compared with +8.12% for VYM. VYM had the higher Sharpe ratio over the past year (0.79 vs 0.78), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -7.24% for VYM and -9.20% for VTI.