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

Key characteristics


DOGGFTHI
YTD Return3.25%13.55%
1Y Return13.52%18.63%
Sharpe Ratio0.962.10
Daily Std Dev13.36%8.81%
Max Drawdown-7.62%-32.65%
Current Drawdown-0.51%-0.22%

Correlation

-0.50.00.51.00.6

The correlation between DOGG and FTHI is 0.57, 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. FTHI - Performance Comparison

In the year-to-date period, DOGG achieves a 3.25% return, which is significantly lower than FTHI's 13.55% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-4.00%-2.00%0.00%2.00%4.00%6.00%AprilMayJuneJulyAugustSeptember
3.11%
6.09%
DOGG
FTHI

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DOGG vs. FTHI - Expense Ratio Comparison

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


FTHI
First Trust BuyWrite Income ETF
Expense ratio chart for FTHI: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for DOGG: current value at 0.75% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.75%

Risk-Adjusted Performance

DOGG vs. FTHI - 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 First Trust BuyWrite Income ETF (FTHI). 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.


DOGG
Sharpe ratio
The chart of Sharpe ratio for DOGG, currently valued at 0.96, compared to the broader market0.002.004.000.96
Sortino ratio
The chart of Sortino ratio for DOGG, currently valued at 1.47, compared to the broader market-2.000.002.004.006.008.0010.0012.001.47
Omega ratio
The chart of Omega ratio for DOGG, currently valued at 1.17, compared to the broader market0.501.001.502.002.503.003.501.17
Calmar ratio
The chart of Calmar ratio for DOGG, currently valued at 1.68, compared to the broader market0.005.0010.0015.001.68
Martin ratio
The chart of Martin ratio for DOGG, currently valued at 4.42, compared to the broader market0.0020.0040.0060.0080.00100.00120.004.42
FTHI
Sharpe ratio
The chart of Sharpe ratio for FTHI, currently valued at 2.10, compared to the broader market0.002.004.002.10
Sortino ratio
The chart of Sortino ratio for FTHI, currently valued at 2.82, compared to the broader market-2.000.002.004.006.008.0010.0012.002.82
Omega ratio
The chart of Omega ratio for FTHI, currently valued at 1.42, compared to the broader market0.501.001.502.002.503.003.501.42
Calmar ratio
The chart of Calmar ratio for FTHI, currently valued at 3.12, compared to the broader market0.005.0010.0015.003.12
Martin ratio
The chart of Martin ratio for FTHI, currently valued at 12.99, compared to the broader market0.0020.0040.0060.0080.00100.00120.0012.99

DOGG vs. FTHI - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 0.96, which is lower than the FTHI Sharpe Ratio of 2.10. The chart below compares the 12-month rolling Sharpe Ratio of DOGG and FTHI.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50May 05May 12May 19May 26Jun 02Jun 09Jun 16Jun 23Jun 30Jul 07Jul 14Jul 21Jul 28Aug 04Aug 11Aug 18Aug 25SeptemberSep 08Sep 15
0.96
2.10
DOGG
FTHI

Dividends

DOGG vs. FTHI - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 9.16%, more than FTHI's 8.46% yield.


TTM2023202220212020201920182017201620152014
DOGG
FT Cboe Vest DJIA Dogs 10 Target Income ETF
9.16%5.89%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
FTHI
First Trust BuyWrite Income ETF
8.46%8.50%9.06%4.37%4.76%4.21%4.76%4.00%4.41%4.98%3.96%

Drawdowns

DOGG vs. FTHI - Drawdown Comparison

The maximum DOGG drawdown since its inception was -7.62%, smaller than the maximum FTHI drawdown of -32.65%. Use the drawdown chart below to compare losses from any high point for DOGG and FTHI. For additional features, visit the drawdowns tool.


-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%AprilMayJuneJulyAugustSeptember
-0.51%
-0.22%
DOGG
FTHI

Volatility

DOGG vs. FTHI - Volatility Comparison

FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 3.22% compared to First Trust BuyWrite Income ETF (FTHI) at 2.44%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than FTHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%AprilMayJuneJulyAugustSeptember
3.22%
2.44%
DOGG
FTHI