PortfoliosLab logoPortfoliosLab logo
DOGG vs. SVOL
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

DOGG vs. SVOL - 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 Simplify Volatility Premium ETF (SVOL). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

DOGG vs. SVOL - Yearly Performance Comparison


2026 (YTD)202520242023
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
6.85%19.43%-2.58%12.69%
SVOL
Simplify Volatility Premium ETF
-7.92%2.41%6.77%16.91%

Returns By Period

In the year-to-date period, DOGG achieves a 6.85% return, which is significantly higher than SVOL's -7.92% return.


DOGG

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

SVOL

1D
1.52%
1M
-6.10%
YTD
-7.92%
6M
-5.42%
1Y
3.66%
3Y*
6.05%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


DOGG vs. SVOL - Expense Ratio Comparison

DOGG has a 0.75% expense ratio, which is higher than SVOL's 0.50% expense ratio.


Return for Risk

DOGG vs. SVOL — 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

SVOL
SVOL Risk / Return Rank: 1717
Overall Rank
SVOL Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
SVOL Sortino Ratio Rank: 1919
Sortino Ratio Rank
SVOL Omega Ratio Rank: 2020
Omega Ratio Rank
SVOL Calmar Ratio Rank: 1616
Calmar Ratio Rank
SVOL Martin Ratio Rank: 1717
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. SVOL - 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 Simplify Volatility Premium ETF (SVOL). 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.


DOGGSVOLDifference

Sharpe ratio

Return per unit of total volatility

1.11

0.09

+1.01

Sortino ratio

Return per unit of downside risk

1.55

0.45

+1.11

Omega ratio

Gain probability vs. loss probability

1.21

1.06

+0.15

Calmar ratio

Return relative to maximum drawdown

1.62

0.17

+1.45

Martin ratio

Return relative to average drawdown

5.13

0.57

+4.56

DOGG vs. SVOL - Sharpe Ratio Comparison

The current DOGG Sharpe Ratio is 1.11, which is higher than the SVOL Sharpe Ratio of 0.09. The chart below compares the historical Sharpe Ratios of DOGG and SVOL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


DOGGSVOLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.11

0.09

+1.01

Sharpe Ratio (All Time)

Calculated using the full available price history

0.95

0.28

+0.66

Correlation

The correlation between DOGG and SVOL is 0.29, 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. SVOL - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 8.53%, less than SVOL's 23.14% yield.


TTM20252024202320222021
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.53%8.75%9.92%5.89%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
23.14%19.82%16.79%16.36%18.32%4.65%

Drawdowns

DOGG vs. SVOL - Drawdown Comparison

The maximum DOGG drawdown since its inception was -11.19%, smaller than the maximum SVOL drawdown of -33.50%. Use the drawdown chart below to compare losses from any high point for DOGG and SVOL.


Loading graphics...

Drawdown Indicators


DOGGSVOLDifference

Max Drawdown

Largest peak-to-trough decline

-11.19%

-33.50%

+22.31%

Max Drawdown (1Y)

Largest decline over 1 year

-8.51%

-24.73%

+16.22%

Current Drawdown

Current decline from peak

-6.08%

-10.30%

+4.22%

Average Drawdown

Average peak-to-trough decline

-2.98%

-4.74%

+1.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.01%

7.46%

-4.45%

Volatility

DOGG vs. SVOL - Volatility Comparison

The current volatility for FT Vest DJIA Dogs 10 Target Income ETF (DOGG) is 3.19%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 4.34%. This indicates that DOGG experiences smaller price fluctuations and is considered to be less risky than SVOL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


DOGGSVOLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.19%

4.34%

-1.15%

Volatility (6M)

Calculated over the trailing 6-month period

7.72%

13.82%

-6.10%

Volatility (1Y)

Calculated over the trailing 1-year period

12.83%

38.84%

-26.01%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.01%

22.28%

-9.27%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.01%

22.28%

-9.27%