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DOGG vs. DYLG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between DOGG and DYLG is 0.44, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

DOGG vs. DYLG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) and Global X Dow 30 Covered Call & Growth ETF (DYLG). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

DOGG:

0.53

DYLG:

0.80

Sortino Ratio

DOGG:

0.80

DYLG:

1.06

Omega Ratio

DOGG:

1.10

DYLG:

1.16

Calmar Ratio

DOGG:

0.70

DYLG:

0.73

Martin Ratio

DOGG:

1.67

DYLG:

2.80

Ulcer Index

DOGG:

4.70%

DYLG:

3.66%

Daily Std Dev

DOGG:

15.16%

DYLG:

15.36%

Max Drawdown

DOGG:

-11.19%

DYLG:

-13.98%

Current Drawdown

DOGG:

-5.56%

DYLG:

-5.05%

Returns By Period

In the year-to-date period, DOGG achieves a 7.65% return, which is significantly higher than DYLG's -0.62% return.


DOGG

YTD

7.65%

1M

2.24%

6M

2.30%

1Y

6.19%

3Y*

N/A

5Y*

N/A

10Y*

N/A

DYLG

YTD

-0.62%

1M

2.43%

6M

-3.59%

1Y

10.55%

3Y*

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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DOGG vs. DYLG - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than DYLG's 0.35% expense ratio.


Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

DOGG vs. DYLG — Risk-Adjusted Performance Rank

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

DOGG
The Risk-Adjusted Performance Rank of DOGG is 4949
Overall Rank
The Sharpe Ratio Rank of DOGG is 4747
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGG is 4444
Sortino Ratio Rank
The Omega Ratio Rank of DOGG is 4040
Omega Ratio Rank
The Calmar Ratio Rank of DOGG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of DOGG is 4747
Martin Ratio Rank

DYLG
The Risk-Adjusted Performance Rank of DYLG is 6565
Overall Rank
The Sharpe Ratio Rank of DYLG is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of DYLG is 6161
Sortino Ratio Rank
The Omega Ratio Rank of DYLG is 6565
Omega Ratio Rank
The Calmar Ratio Rank of DYLG is 6868
Calmar Ratio Rank
The Martin Ratio Rank of DYLG is 6666
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOGG vs. DYLG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) and Global X Dow 30 Covered Call & Growth ETF (DYLG). 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.


The current DOGG Sharpe Ratio is 0.53, which is lower than the DYLG Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of DOGG and DYLG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

DOGG vs. DYLG - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 9.36%, less than DYLG's 17.19% yield.


Drawdowns

DOGG vs. DYLG - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum DYLG drawdown of -13.98%. Use the drawdown chart below to compare losses from any high point for DOGG and DYLG.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

DOGG vs. DYLG - Volatility Comparison

FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 4.34% compared to Global X Dow 30 Covered Call & Growth ETF (DYLG) at 3.15%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than DYLG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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