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DOGG vs. FFEB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOGG vs. FFEB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Vest U.S. Equity Buffer ETF - February (FFEB). The values are adjusted to include any dividend payments, if applicable.

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DOGG vs. FFEB - Yearly Performance Comparison


2026 (YTD)202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
6.85%19.43%-2.58%12.69%
FFEB
FT Vest U.S. Equity Buffer ETF - February
-1.36%13.76%16.64%13.24%

Returns By Period

In the year-to-date period, DOGG achieves a 6.85% return, which is significantly higher than FFEB's -1.36% return.


DOGG

1D
0.51%
1M
-6.08%
YTD
6.85%
6M
13.65%
1Y
14.06%
3Y*
5Y*
10Y*

FFEB

1D
1.97%
1M
-3.34%
YTD
-1.36%
6M
1.28%
1Y
14.47%
3Y*
14.32%
5Y*
9.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOGG vs. FFEB - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is lower than FFEB's 0.85% expense ratio.


Return for Risk

DOGG vs. FFEB — Risk / Return Rank

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

DOGG
DOGG Risk / Return Rank: 6060
Overall Rank
DOGG Sharpe Ratio Rank: 6363
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 6161
Sortino Ratio Rank
DOGG Omega Ratio Rank: 5757
Omega Ratio Rank
DOGG Calmar Ratio Rank: 6565
Calmar Ratio Rank
DOGG Martin Ratio Rank: 5353
Martin Ratio Rank

FFEB
FFEB Risk / Return Rank: 7373
Overall Rank
FFEB Sharpe Ratio Rank: 6767
Sharpe Ratio Rank
FFEB Sortino Ratio Rank: 7070
Sortino Ratio Rank
FFEB Omega Ratio Rank: 7878
Omega Ratio Rank
FFEB Calmar Ratio Rank: 6868
Calmar Ratio Rank
FFEB Martin Ratio Rank: 8282
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.

DOGG vs. FFEB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and FT Vest U.S. Equity Buffer ETF - February (FFEB). 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.


DOGGFFEBDifference

Sharpe ratio

Return per unit of total volatility

1.11

1.17

-0.07

Sortino ratio

Return per unit of downside risk

1.55

1.76

-0.21

Omega ratio

Gain probability vs. loss probability

1.21

1.30

-0.08

Calmar ratio

Return relative to maximum drawdown

1.62

1.72

-0.10

Martin ratio

Return relative to average drawdown

5.13

9.15

-4.02

DOGG vs. FFEB - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.11, which is comparable to the FFEB Sharpe Ratio of 1.17. The chart below compares the historical Sharpe Ratios of DOGG and FFEB, 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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Sharpe Ratios by Period


DOGGFFEBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

1.17

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.92

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.77

+0.18

Correlation

The correlation between DOGG and FFEB is 0.43, 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.


Dividends

DOGG vs. FFEB - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.53%, while FFEB has not paid dividends to shareholders.


TTM202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.53%8.75%9.92%5.89%
FFEB
FT Vest U.S. Equity Buffer ETF - February
0.00%0.00%0.00%0.00%

Drawdowns

DOGG vs. FFEB - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum FFEB drawdown of -22.81%. Use the drawdown chart below to compare losses from any high point for DOGG and FFEB.


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Drawdown Indicators


DOGGFFEBDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-22.81%

+11.62%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-8.65%

+0.14%

Max Drawdown (5Y)

Largest decline over 5 years

-13.85%

Current Drawdown

Current decline from peak

-6.08%

-3.87%

-2.21%

Average Drawdown

Average peak-to-trough decline

-2.98%

-2.46%

-0.52%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

1.62%

+1.39%

Volatility

DOGG vs. FFEB - Volatility Comparison

The current volatility for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) is 3.19%, while FT Vest U.S. Equity Buffer ETF - February (FFEB) has a volatility of 3.72%. This indicates that DOGG experiences smaller price fluctuations and is considered to be less risky than FFEB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOGGFFEBDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

3.72%

-0.53%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

5.65%

+2.07%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

12.39%

+0.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

10.88%

+2.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

13.90%

-0.89%