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BAIV vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAIV vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory International Value Select ETF (BAIV) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


BAIV

1D
-0.92%
1M
2.26%
YTD
6M
1Y
3Y*
5Y*
10Y*

IDOG

1D
-0.47%
1M
3.24%
YTD
14.02%
6M
16.64%
1Y
35.52%
3Y*
21.96%
5Y*
13.36%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

BAIV vs. IDOG - Yearly Performance Comparison


Correlation

The correlation between BAIV and IDOG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Feb 27, 2026

0.70

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Return for Risk

BAIV vs. IDOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BAIV

IDOG
IDOG Risk / Return Rank: 8383
Overall Rank
IDOG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDOG Omega Ratio Rank: 7676
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8888
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BAIV vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brown Advisory International Value Select ETF (BAIV) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

BAIV vs. IDOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BAIVIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.16

0.51

-0.67

Drawdowns

BAIV vs. IDOG - Drawdown Comparison

The maximum BAIV drawdown since its inception was -11.41%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for BAIV and IDOG.


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Drawdown Indicators


BAIVIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-11.41%

-37.32%

+25.91%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

Max Drawdown (3Y)

Largest decline over 3 years

-13.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-0.92%

-0.47%

-0.45%

Average Drawdown

Average peak-to-trough decline

-4.26%

-7.93%

+3.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.84%

Volatility

BAIV vs. IDOG - Volatility Comparison


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Volatility by Period


BAIVIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.13%

Volatility (6M)

Calculated over the trailing 6-month period

10.09%

Volatility (1Y)

Calculated over the trailing 1-year period

19.45%

13.33%

+6.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.45%

15.61%

+3.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

17.45%

+2.00%

BAIV vs. IDOG - Expense Ratio Comparison

BAIV has a 0.60% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Dividends

BAIV vs. IDOG - Dividend Comparison

BAIV has not paid dividends to shareholders, while IDOG's dividend yield for the trailing twelve months is around 3.42%.


PositionTTM20252024202320222021202020192018201720162015
BAIV
Brown Advisory International Value Select ETF
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDOG
ALPS International Sector Dividend Dogs ETF
3.42%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Frequently Asked Questions


BAIV and IDOG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, IDOG is cheaper at 0.50% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IDOG is cheaper with a 0.50% expense ratio, compared with 0.60% for BAIV.

IDOG has the higher dividend yield at 3.42%, compared with 0.00% for BAIV.

They also come from different issuers: Brown Advisory and SS&C. Their fees differ too: 0.60% for BAIV and 0.50% for IDOG.

Portfolio Optimizer

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