EDOG vs. IDX
Compare and contrast key facts about ALPS Emerging Sector Dividend Dogs ETF (EDOG) and VanEck Vectors Indonesia Index ETF (IDX).
EDOG and IDX are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EDOG is a passively managed fund by SS&C that tracks the performance of the S-Network Emerging Sector Dividend Dogs Index. It was launched on Mar 28, 2014. IDX is a passively managed fund by VanEck that tracks the performance of the MVIS Indonesia Index. It was launched on Jan 15, 2009. Both EDOG and IDX are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EDOG or IDX.
Key characteristics
| EDOG | IDX | |
|---|---|---|
| YTD Return | 1.85% | -6.15% |
| 1Y Return | 7.17% | -1.92% |
| 3Y Return (Ann) | 0.23% | -4.90% |
| 5Y Return (Ann) | 5.07% | -4.27% |
| 10Y Return (Ann) | 2.28% | -2.27% |
| Sharpe Ratio | 0.58 | -0.11 |
| Sortino Ratio | 0.89 | -0.03 |
| Omega Ratio | 1.11 | 1.00 |
| Calmar Ratio | 0.76 | -0.05 |
| Martin Ratio | 2.58 | -0.32 |
| Ulcer Index | 2.89% | 6.20% |
| Daily Std Dev | 12.82% | 18.17% |
| Max Drawdown | -44.29% | -63.17% |
| Current Drawdown | -8.34% | -38.12% |
Correlation
The correlation between EDOG and IDX is 0.62, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
EDOG vs. IDX - Performance Comparison
In the year-to-date period, EDOG achieves a 1.85% return, which is significantly higher than IDX's -6.15% return. Over the past 10 years, EDOG has outperformed IDX with an annualized return of 2.28%, while IDX has yielded a comparatively lower -2.27% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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EDOG vs. IDX - Expense Ratio Comparison
EDOG has a 0.60% expense ratio, which is higher than IDX's 0.57% expense ratio.
Risk-Adjusted Performance
EDOG vs. IDX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and VanEck Vectors Indonesia Index ETF (IDX). 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.
Dividends
EDOG vs. IDX - Dividend Comparison
EDOG's dividend yield for the trailing twelve months is around 4.70%, more than IDX's 3.86% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDOG ALPS Emerging Sector Dividend Dogs ETF | 4.70% | 6.53% | 5.07% | 4.11% | 2.60% | 4.93% | 5.37% | 2.89% | 2.97% | 4.55% | 3.31% | 0.00% |
IDX VanEck Vectors Indonesia Index ETF | 3.86% | 3.62% | 3.64% | 1.08% | 1.67% | 2.09% | 2.19% | 1.85% | 1.16% | 2.43% | 2.07% | 3.38% |
Drawdowns
EDOG vs. IDX - Drawdown Comparison
The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum IDX drawdown of -63.17%. Use the drawdown chart below to compare losses from any high point for EDOG and IDX. For additional features, visit the drawdowns tool.
Volatility
EDOG vs. IDX - Volatility Comparison
ALPS Emerging Sector Dividend Dogs ETF (EDOG) and VanEck Vectors Indonesia Index ETF (IDX) have volatilities of 4.24% and 4.39%, 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.