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DOGG vs. JHDV
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOGG vs. JHDV - 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 John Hancock U.S. High Dividend ETF (JHDV). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, DOGG achieves a 5.09% return, which is significantly lower than JHDV's 18.74% return.


DOGG

1D
-0.02%
1M
0.22%
YTD
5.09%
6M
4.26%
1Y
15.85%
3Y*
11.91%
5Y*
10Y*

JHDV

1D
-1.05%
1M
7.45%
YTD
18.74%
6M
18.96%
1Y
33.63%
3Y*
22.23%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGG vs. JHDV - Yearly Performance Comparison


2026 (YTD)202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
5.09%19.43%-2.58%12.69%
JHDV
John Hancock U.S. High Dividend ETF
18.74%14.76%20.25%13.64%

Correlation

The correlation between DOGG and JHDV is 0.32, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.32

Correlation (3Y)
Calculated over the trailing 3-year period

0.50

Correlation (All Time)
Calculated using the full available price history since Apr 28, 2023

0.51

The correlation between DOGG and JHDV shifts across timeframes, from 0.32 (1 year) to 0.51 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

DOGG vs. JHDV — Risk / Return Rank

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

DOGG
DOGG Risk / Return Rank: 4040
Overall Rank
DOGG Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 4444
Sortino Ratio Rank
DOGG Omega Ratio Rank: 4141
Omega Ratio Rank
DOGG Calmar Ratio Rank: 3939
Calmar Ratio Rank
DOGG Martin Ratio Rank: 3131
Martin Ratio Rank

JHDV
JHDV Risk / Return Rank: 8484
Overall Rank
JHDV Sharpe Ratio Rank: 8787
Sharpe Ratio Rank
JHDV Sortino Ratio Rank: 8686
Sortino Ratio Rank
JHDV Omega Ratio Rank: 8484
Omega Ratio Rank
JHDV Calmar Ratio Rank: 8080
Calmar Ratio Rank
JHDV Martin Ratio Rank: 8484
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. JHDV - 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 John Hancock U.S. High Dividend ETF (JHDV). 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.


DOGGJHDVDifference
Sharpe ratioReturn per unit of total volatility

-1.35

Sortino ratioReturn per unit of downside risk

-1.67

Omega ratioGain probability vs. loss probability

1.27

1.51

-0.25

Calmar ratioReturn relative to maximum drawdown

1.92

4.09

-2.17

Martin ratioReturn relative to average drawdown

4.53

17.15

-12.62

DOGG vs. JHDV - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.53, which is lower than the JHDV Sharpe Ratio of 2.88. The chart below compares the historical Sharpe Ratios of DOGG and JHDV, 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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Sharpe Ratios by Period


DOGGJHDVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.53

2.88

-1.35

Sharpe Ratio (All Time)

Calculated using the full available price history

0.85

1.36

-0.52

Drawdowns

DOGG vs. JHDV - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum JHDV drawdown of -18.97%. Use the drawdown chart below to compare losses from any high point for DOGG and JHDV.


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Drawdown Indicators


DOGGJHDVDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-18.97%

+7.78%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-8.26%

-0.03%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

-18.97%

+7.78%

Current Drawdown

Current decline from peak

-7.62%

-1.05%

-6.57%

Average Drawdown

Average peak-to-trough decline

-3.22%

-2.62%

-0.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.50%

1.97%

+1.53%

Volatility

DOGG vs. JHDV - Volatility Comparison

FT Vest DJIA Dogs 10 Target Income ETF (DOGG) and John Hancock U.S. High Dividend ETF (JHDV) have volatilities of 3.20% and 3.29%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOGGJHDVDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.20%

3.29%

-0.09%

Volatility (6M)

Calculated over the trailing 6-month period

8.04%

8.96%

-0.92%

Volatility (1Y)

Calculated over the trailing 1-year period

10.43%

11.77%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

15.69%

-2.72%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

15.69%

-2.72%

DOGG vs. JHDV - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than JHDV's 0.34% expense ratio.


Dividends

DOGG vs. JHDV - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.90%, more than JHDV's 1.99% yield.


PositionTTM2025202420232022
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.90%8.75%9.92%5.89%0.00%
JHDV
John Hancock U.S. High Dividend ETF
1.99%2.40%2.50%2.77%0.85%

Frequently Asked Questions


DOGG and JHDV have a correlation of 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

JHDV has higher volatility (3.29%) compared to DOGG (3.20%). In terms of maximum drawdown, DOGG dropped -11.19% vs JHDV's -18.97%.

On 3-year performance, JHDV leads with 22.23% vs 11.91% for DOGG. On fees, JHDV is cheaper at 0.34% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JHDV has performed better with a 22.23% return vs 11.91%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHDV is cheaper with a 0.34% expense ratio, compared with 0.75% for DOGG.

DOGG has the higher dividend yield at 8.90%, compared with 1.99% for JHDV.

DOGG is categorized as Derivative Income, while JHDV is Large Cap Value Equities. They also come from different issuers: FT Vest and John Hancock. Their fees differ too: 0.75% for DOGG and 0.34% for JHDV.

JHDV currently has the higher Sharpe Ratio (2.88 vs 1.53), 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.

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