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

Correlation

The correlation between DOGG and SVOL is 0.32, 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.


-0.50.00.51.00.3

Performance

DOGG vs. SVOL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Cboe 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.

-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
3.02%
-3.70%
DOGG
SVOL

Key characteristics

Sharpe Ratio

DOGG:

0.21

SVOL:

0.24

Sortino Ratio

DOGG:

0.39

SVOL:

0.40

Omega Ratio

DOGG:

1.05

SVOL:

1.07

Calmar Ratio

DOGG:

0.29

SVOL:

0.30

Martin Ratio

DOGG:

0.67

SVOL:

1.62

Ulcer Index

DOGG:

4.15%

SVOL:

2.01%

Daily Std Dev

DOGG:

13.21%

SVOL:

13.84%

Max Drawdown

DOGG:

-9.76%

SVOL:

-15.62%

Current Drawdown

DOGG:

-5.11%

SVOL:

-6.15%

Returns By Period

In the year-to-date period, DOGG achieves a 4.48% return, which is significantly higher than SVOL's -2.31% return.


DOGG

YTD

4.48%

1M

0.84%

6M

3.01%

1Y

2.85%

5Y*

N/A

10Y*

N/A

SVOL

YTD

-2.31%

1M

-5.37%

6M

-3.70%

1Y

3.13%

5Y*

N/A

10Y*

N/A

*Annualized

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.


DOGG
FT Cboe Vest DJIA Dogs 10 Target Income ETF
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%
Expense ratio chart for SVOL: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%

Risk-Adjusted Performance

DOGG vs. SVOL — Risk-Adjusted Performance Rank

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

DOGG
The Risk-Adjusted Performance Rank of DOGG is 1919
Overall Rank
The Sharpe Ratio Rank of DOGG is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of DOGG is 1818
Sortino Ratio Rank
The Omega Ratio Rank of DOGG is 1717
Omega Ratio Rank
The Calmar Ratio Rank of DOGG is 2525
Calmar Ratio Rank
The Martin Ratio Rank of DOGG is 1818
Martin Ratio Rank

SVOL
The Risk-Adjusted Performance Rank of SVOL is 2222
Overall Rank
The Sharpe Ratio Rank of SVOL is 1919
Sharpe Ratio Rank
The Sortino Ratio Rank of SVOL is 1818
Sortino Ratio Rank
The Omega Ratio Rank of SVOL is 2121
Omega Ratio Rank
The Calmar Ratio Rank of SVOL is 2525
Calmar Ratio Rank
The Martin Ratio Rank of SVOL is 2727
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

DOGG vs. SVOL - 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 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.


Sharpe ratio
The chart of Sharpe ratio for DOGG, currently valued at 0.21, compared to the broader market0.002.004.000.210.24
The chart of Sortino ratio for DOGG, currently valued at 0.39, compared to the broader market-2.000.002.004.006.008.0010.0012.000.390.40
The chart of Omega ratio for DOGG, currently valued at 1.05, compared to the broader market0.501.001.502.002.503.001.051.07
The chart of Calmar ratio for DOGG, currently valued at 0.29, compared to the broader market0.005.0010.0015.000.290.30
The chart of Martin ratio for DOGG, currently valued at 0.67, compared to the broader market0.0020.0040.0060.0080.00100.000.671.62
DOGG
SVOL

The current DOGG Sharpe Ratio is 0.21, which is comparable to the SVOL Sharpe Ratio of 0.24. 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.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.21
0.24
DOGG
SVOL

Dividends

DOGG vs. SVOL - Dividend Comparison

DOGG's dividend yield for the trailing twelve months is around 9.50%, less than SVOL's 17.18% yield.


TTM2024202320222021
DOGG
FT Cboe Vest DJIA Dogs 10 Target Income ETF
9.50%9.93%5.90%0.00%0.00%
SVOL
Simplify Volatility Premium ETF
17.18%16.79%16.37%18.32%4.65%

Drawdowns

DOGG vs. SVOL - Drawdown Comparison

The maximum DOGG drawdown since its inception was -9.76%, smaller than the maximum SVOL drawdown of -15.62%. Use the drawdown chart below to compare losses from any high point for DOGG and SVOL. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-5.11%
-6.15%
DOGG
SVOL

Volatility

DOGG vs. SVOL - Volatility Comparison

The current volatility for FT Cboe Vest DJIA Dogs 10 Target Income ETF (DOGG) is 4.42%, while Simplify Volatility Premium ETF (SVOL) has a volatility of 7.01%. 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.


2.00%4.00%6.00%8.00%10.00%AugustSeptemberOctoberNovemberDecember2025
4.42%
7.01%
DOGG
SVOL
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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