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DOGG vs. JPLD
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOGG vs. JPLD - 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 J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). The values are adjusted to include any dividend payments, if applicable.

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DOGG vs. JPLD - Yearly Performance Comparison


2026 (YTD)202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
6.85%19.43%-2.58%7.61%
JPLD
J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF
0.38%6.01%6.49%3.23%

Returns By Period

In the year-to-date period, DOGG achieves a 6.85% return, which is significantly higher than JPLD's 0.38% return.


DOGG

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

JPLD

1D
-0.08%
1M
-0.74%
YTD
0.38%
6M
1.58%
1Y
4.69%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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DOGG vs. JPLD - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than JPLD's 0.24% expense ratio.


Return for Risk

DOGG vs. JPLD — 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

JPLD
JPLD Risk / Return Rank: 9797
Overall Rank
JPLD Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
JPLD Sortino Ratio Rank: 9898
Sortino Ratio Rank
JPLD Omega Ratio Rank: 9797
Omega Ratio Rank
JPLD Calmar Ratio Rank: 9595
Calmar Ratio Rank
JPLD Martin Ratio Rank: 9797
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. JPLD - 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 J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD). 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.


DOGGJPLDDifference

Sharpe ratio

Return per unit of total volatility

1.11

2.63

-1.53

Sortino ratio

Return per unit of downside risk

1.55

4.05

-2.50

Omega ratio

Gain probability vs. loss probability

1.21

1.55

-0.34

Calmar ratio

Return relative to maximum drawdown

1.62

4.03

-2.40

Martin ratio

Return relative to average drawdown

5.13

19.92

-14.79

DOGG vs. JPLD - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.11, which is lower than the JPLD Sharpe Ratio of 2.63. The chart below compares the historical Sharpe Ratios of DOGG and JPLD, 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


DOGGJPLDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

2.63

-1.53

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

3.28

-2.33

Correlation

The correlation between DOGG and JPLD is 0.14, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

DOGG vs. JPLD - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.53%, more than JPLD's 4.22% yield.


Drawdowns

DOGG vs. JPLD - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, which is greater than JPLD's maximum drawdown of -1.17%. Use the drawdown chart below to compare losses from any high point for DOGG and JPLD.


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Drawdown Indicators


DOGGJPLDDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-1.17%

-10.02%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-1.17%

-7.34%

Current Drawdown

Current decline from peak

-6.08%

-0.74%

-5.34%

Average Drawdown

Average peak-to-trough decline

-2.98%

-0.14%

-2.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

0.24%

+2.77%

Volatility

DOGG vs. JPLD - Volatility Comparison

FT Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 3.19% compared to J P Morgan Exchange-Traded Fund Trust - Limited Duration Bond ETF (JPLD) at 0.54%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than JPLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOGGJPLDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

0.54%

+2.65%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

0.99%

+6.73%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

1.79%

+11.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

1.86%

+11.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

1.86%

+11.15%