AVGW vs. DOGG
AVGW (Roundhill AVGO WeeklyPay™ ETF) and DOGG (FT Vest DJIA Dogs 10 Target Income ETF) are both Derivative Income funds. Both are actively managed. At a correlation of -0.23, they often move in opposite directions. AVGW charges 0.99%/yr vs 0.75%/yr for DOGG.
Performance
AVGW vs. DOGG - Performance Comparison
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Returns By Period
In the year-to-date period, AVGW achieves a 6.65% return, which is significantly lower than DOGG's 10.97% return.
AVGW
- 1D
- -6.06%
- 1M
- -1.07%
- 6M
- 7.89%
- YTD
- 6.65%
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOGG
- 1D
- 2.51%
- 1M
- 2.04%
- 6M
- 9.08%
- YTD
- 10.97%
- 1Y
- 20.53%
- 3Y*
- 13.52%
- 5Y*
- —
- 10Y*
- —
AVGW vs. DOGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
AVGW Roundhill AVGO WeeklyPay™ ETF | 6.65% | 20.48% |
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 10.97% | 6.81% |
Correlation
The correlation between AVGW and DOGG is -0.23, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Jul 24, 2025 | -0.23 |
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Return for Risk
AVGW vs. DOGG — Risk / Return Rank
AVGW
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
DOGG
AVGW vs. DOGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Roundhill AVGO WeeklyPay™ ETF (AVGW) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| AVGW | DOGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.32 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 2.49 | — |
| Martin ratioReturn relative to average drawdown | — | 5.29 | — |
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Drawdowns
AVGW vs. DOGG - Drawdown Comparison
The maximum AVGW drawdown since its inception was -34.65%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for AVGW and DOGG.
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Drawdown Indicators
| AVGW | DOGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.65% | -11.19% | -23.46% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.29% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.19% | — |
Current DrawdownCurrent decline from peak | -26.88% | -2.46% | -24.42% |
Average DrawdownAverage peak-to-trough decline | -13.55% | -3.27% | -10.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.89% | — |
Volatility
AVGW vs. DOGG - Volatility Comparison
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Volatility by Period
| AVGW | DOGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 4.87% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 9.14% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 57.12% | 11.28% | +45.84% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.12% | 13.05% | +44.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.12% | 13.05% | +44.07% |
AVGW vs. DOGG - Expense Ratio Comparison
AVGW has a 0.99% expense ratio, which is higher than DOGG's 0.75% expense ratio.
Dividends
AVGW vs. DOGG - Dividend Comparison
AVGW's dividend yield for the trailing twelve months is around 69.48%, more than DOGG's 8.52% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
AVGW Roundhill AVGO WeeklyPay™ ETF | 69.48% | 31.15% | 0.00% | 0.00% |
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 8.52% | 8.75% | 9.92% | 5.89% |
Frequently Asked Questions
AVGW and DOGG have a correlation of -0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, DOGG is cheaper at 0.75% per year. The better choice depends on whether you care most about return, fees, risk, or income.
DOGG is cheaper with a 0.75% expense ratio, compared with 0.99% for AVGW.
AVGW has the higher dividend yield at 69.48%, compared with 8.52% for DOGG.
They also come from different issuers: Roundhill and FT Vest. Their fees differ too: 0.99% for AVGW and 0.75% for DOGG.
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