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BFOR vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BFOR vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Barron's 400 ETF (BFOR) 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

The year-to-date returns for both stocks are quite close, with BFOR having a 16.49% return and IDOG slightly lower at 16.40%. Over the past 10 years, BFOR has outperformed IDOG with an annualized return of 12.56%, while IDOG has yielded a comparatively lower 10.94% annualized return.


BFOR

1D
1.26%
1M
0.64%
6M
11.32%
YTD
16.49%
1Y
25.45%
3Y*
18.22%
5Y*
10.97%
10Y*
12.56%
ALL TIME*
11.64%

IDOG

1D
0.05%
1M
5.40%
6M
10.61%
YTD
16.40%
1Y
34.66%
3Y*
21.04%
5Y*
14.23%
10Y*
10.94%
ALL TIME*
8.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$723.94K$634.98K$457.05K
$1.71M$1.45M$1.24M

BFOR vs. IDOG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
BFOR
ALPS Barron's 400 ETF
16.49%13.85%17.81%18.19%-15.92%30.71%17.60%21.30%-13.86%19.37%
IDOG
ALPS International Sector Dividend Dogs ETF
16.40%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%

Correlation

The correlation between BFOR and IDOG is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

0.66

The correlation between BFOR and IDOG shifts across timeframes, from 0.49 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

BFOR vs. IDOG - Sectors Allocation Comparison


Sectors
BFOR
IDOG

Financial Services

21.8%
10.6%

Technology

20.9%
7.7%

Industrials

16.4%
12.3%

Healthcare

11.9%
10.4%

Consumer Cyclical

10.9%
10.1%

Energy

6.4%
9.2%

Consumer Defensive

4.0%
10.3%

Communication Services

3.5%
9.5%

Basic Materials

2.4%
9.8%

Utilities

1.8%
10.2%

Real Estate

-

-

Financial Services

BFOR
21.8%
IDOG
10.6%

Technology

BFOR
20.9%
IDOG
7.7%

Industrials

BFOR
16.4%
IDOG
12.3%

Healthcare

BFOR
11.9%
IDOG
10.4%

Consumer Cyclical

BFOR
10.9%
IDOG
10.1%

Energy

BFOR
6.4%
IDOG
9.2%

Consumer Defensive

BFOR
4.0%
IDOG
10.3%

Communication Services

BFOR
3.5%
IDOG
9.5%

Basic Materials

BFOR
2.4%
IDOG
9.8%

Utilities

BFOR
1.8%
IDOG
10.2%

Real Estate

BFOR

-

IDOG

-

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Return for Risk

BFOR vs. IDOG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

BFOR
BFOR Risk / Return Rank: 7474
Overall Rank
BFOR Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
BFOR Sortino Ratio Rank: 7575
Sortino Ratio Rank
BFOR Omega Ratio Rank: 6868
Omega Ratio Rank
BFOR Calmar Ratio Rank: 7676
Calmar Ratio Rank
BFOR Martin Ratio Rank: 7777
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 9393
Overall Rank
IDOG Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9292
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9191
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9595
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9292
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

BFOR vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Barron's 400 ETF (BFOR) 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.

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.


BFORIDOGDifference
Sharpe ratioReturn per unit of total volatility

-0.88

Sortino ratioReturn per unit of downside risk

-0.90

Omega ratioGain probability vs. loss probability

1.30

1.44

-0.14

Calmar ratioReturn relative to maximum drawdown

2.85

5.38

-2.53

Martin ratioReturn relative to average drawdown

10.38

16.68

-6.30

BFOR vs. IDOG - Sharpe Ratio Comparison

The current BFOR Sharpe Ratio is 1.73, which is lower than the IDOG Sharpe Ratio of 2.61. The chart below compares the historical Sharpe Ratios of BFOR and IDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BFOR vs. IDOG - Drawdown Comparison

The maximum BFOR drawdown since its inception was -41.27%, which is greater than IDOG's maximum drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for BFOR and IDOG.


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Drawdown Indicators


BFORIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-41.27%

-37.32%

-3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-8.98%

-6.47%

-2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-21.91%

-13.92%

-7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.93%

-25.31%

-0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-41.27%

-37.32%

-3.95%

Current Drawdown

Current decline from peak

0.00%

-0.27%

+0.27%

Average Drawdown

Average peak-to-trough decline

-6.36%

-7.86%

+1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.46%

2.08%

+0.38%

Volatility

BFOR vs. IDOG - Volatility Comparison

ALPS Barron's 400 ETF (BFOR) has a higher volatility of 3.31% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 2.79%. This indicates that BFOR's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


BFORIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.31%

2.79%

+0.52%

Volatility (6M)

Calculated over the trailing 6-month period

10.68%

10.78%

-0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

14.82%

13.36%

+1.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.41%

15.64%

+3.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

20.35%

17.09%

+3.26%

BFOR vs. IDOG - Expense Ratio Comparison

BFOR has a 0.65% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Dividends

BFOR vs. IDOG - Dividend Comparison

BFOR's dividend yield for the trailing twelve months is around 0.51%, less than IDOG's 4.23% yield.


PositionTTM20252024202320222021202020192018201720162015
BFOR
ALPS Barron's 400 ETF
0.51%0.60%0.69%1.26%1.68%0.92%0.98%0.69%0.94%0.60%0.78%0.86%
IDOG
ALPS International Sector Dividend Dogs ETF
4.23%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


BFOR and IDOG have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BFOR has higher volatility (3.31%) compared to IDOG (2.79%). In terms of maximum drawdown, BFOR dropped -41.27% vs IDOG's -37.32%.

On 10-year performance, BFOR leads with 12.56% vs 10.94% for IDOG. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 2.79%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BFOR has performed better with a 12.56% return vs 10.94%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDOG is cheaper with a 0.50% expense ratio, compared with 0.65% for BFOR.

IDOG has the higher dividend yield at 4.23%, compared with 0.51% for BFOR.

BFOR is categorized as Mid Cap Blend Equities, while IDOG is Foreign Large Cap Equities. BFOR tracks Barron's 400 Index, while IDOG tracks S-Network International Sector Dividend Dogs Index. Their fees differ too: 0.65% for BFOR and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.61 vs 1.73), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

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