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DOGG vs. LTTI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

DOGG vs. LTTI - 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 20+ Year Treasury & Target Income ETF (LTTI). 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 7.19% return, which is significantly higher than LTTI's -0.11% return.


DOGG

1D
1.16%
1M
-0.48%
YTD
7.19%
6M
6.77%
1Y
18.00%
3Y*
12.55%
5Y*
10Y*

LTTI

1D
0.09%
1M
1.71%
YTD
-0.11%
6M
0.09%
1Y
3.28%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

DOGG vs. LTTI - Yearly Performance Comparison


Correlation

The correlation between DOGG and LTTI is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.16

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2025

0.15

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Return for Risk

DOGG vs. LTTI — Risk / Return Rank

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

DOGG
DOGG Risk / Return Rank: 4848
Overall Rank
DOGG Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 5454
Sortino Ratio Rank
DOGG Omega Ratio Rank: 5050
Omega Ratio Rank
DOGG Calmar Ratio Rank: 4646
Calmar Ratio Rank
DOGG Martin Ratio Rank: 3535
Martin Ratio Rank

LTTI
LTTI Risk / Return Rank: 1414
Overall Rank
LTTI Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
LTTI Sortino Ratio Rank: 1313
Sortino Ratio Rank
LTTI Omega Ratio Rank: 1212
Omega Ratio Rank
LTTI Calmar Ratio Rank: 1414
Calmar Ratio Rank
LTTI Martin Ratio Rank: 1414
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. LTTI - 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 20+ Year Treasury & Target Income ETF (LTTI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


DOGGLTTIDifference
Sharpe ratioReturn per unit of total volatility

+1.31

Sortino ratioReturn per unit of downside risk

+1.83

Omega ratioGain probability vs. loss probability

1.30

1.07

+0.23

Calmar ratioReturn relative to maximum drawdown

2.18

0.47

+1.71

Martin ratioReturn relative to average drawdown

4.86

1.09

+3.77

DOGG vs. LTTI - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.70, which is higher than the LTTI Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of DOGG and LTTI, 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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Drawdowns

DOGG vs. LTTI - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, which is greater than LTTI's maximum drawdown of -9.02%. Use the drawdown chart below to compare losses from any high point for DOGG and LTTI.


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Drawdown Indicators


DOGGLTTIDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-9.02%

-2.17%

Max Drawdown (1Y)

Largest decline over 1 year

-8.29%

-7.08%

-1.21%

Max Drawdown (3Y)

Largest decline over 3 years

-11.19%

Current Drawdown

Current decline from peak

-5.78%

-3.79%

-1.99%

Average Drawdown

Average peak-to-trough decline

-3.25%

-3.67%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.71%

3.02%

+0.69%

Volatility

DOGG vs. LTTI - Volatility Comparison

FT Vest DJIA Dogs 10 Target Income ETF (DOGG) has a higher volatility of 4.04% compared to FT Vest 20+ Year Treasury & Target Income ETF (LTTI) at 1.75%. This indicates that DOGG's price experiences larger fluctuations and is considered to be riskier than LTTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


DOGGLTTIDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.04%

1.75%

+2.29%

Volatility (6M)

Calculated over the trailing 6-month period

8.26%

6.07%

+2.19%

Volatility (1Y)

Calculated over the trailing 1-year period

10.66%

8.60%

+2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

12.97%

10.15%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

12.97%

10.15%

+2.82%

DOGG vs. LTTI - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than LTTI's 0.65% expense ratio.


Dividends

DOGG vs. LTTI - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.72%, less than LTTI's 9.13% yield.


PositionTTM202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.72%8.75%9.92%5.89%
LTTI
FT Vest 20+ Year Treasury & Target Income ETF
9.13%7.08%0.00%0.00%

Frequently Asked Questions


DOGG and LTTI have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

DOGG has higher volatility (4.04%) compared to LTTI (1.75%). In terms of maximum drawdown, DOGG dropped -11.19% vs LTTI's -9.02%.

On 1-year performance, DOGG leads with 18.00% vs 3.28% for LTTI. On fees, LTTI is cheaper at 0.65% per year. On volatility, LTTI has been the lower-risk option at 1.75%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, DOGG has performed better with a 18.00% return vs 3.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

LTTI is cheaper with a 0.65% expense ratio, compared with 0.75% for DOGG.

LTTI has the higher dividend yield at 9.13%, compared with 8.72% for DOGG.

Their fees differ too: 0.75% for DOGG and 0.65% for LTTI.

DOGG currently has the higher Sharpe Ratio (1.70 vs 0.38), 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.

Portfolio Optimizer

Find the right allocation for DOGG and LTTI

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