EDOG vs. SGDJ
Compare and contrast key facts about ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Sprott Junior Gold Miners ETF (SGDJ).
EDOG and SGDJ 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. SGDJ is a passively managed fund by Sprott that tracks the performance of the Solactive Junior Gold Miners Custom Factors Index. It was launched on Mar 31, 2015. Both EDOG and SGDJ 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 SGDJ.
Key characteristics
| EDOG | SGDJ | |
|---|---|---|
| YTD Return | 1.85% | 18.98% |
| 1Y Return | 7.17% | 33.29% |
| 3Y Return (Ann) | 0.23% | -6.53% |
| 5Y Return (Ann) | 5.07% | 5.22% |
| Sharpe Ratio | 0.58 | 0.94 |
| Sortino Ratio | 0.89 | 1.47 |
| Omega Ratio | 1.11 | 1.18 |
| Calmar Ratio | 0.76 | 0.70 |
| Martin Ratio | 2.58 | 4.20 |
| Ulcer Index | 2.89% | 7.80% |
| Daily Std Dev | 12.82% | 35.03% |
| Max Drawdown | -44.29% | -59.27% |
| Current Drawdown | -8.34% | -27.24% |
Correlation
The correlation between EDOG and SGDJ is 0.34, 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.
Performance
EDOG vs. SGDJ - Performance Comparison
In the year-to-date period, EDOG achieves a 1.85% return, which is significantly lower than SGDJ's 18.98% 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. SGDJ - Expense Ratio Comparison
EDOG has a 0.60% expense ratio, which is higher than SGDJ's 0.50% expense ratio.
Risk-Adjusted Performance
EDOG vs. SGDJ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Sprott Junior Gold Miners ETF (SGDJ). 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. SGDJ - Dividend Comparison
EDOG's dividend yield for the trailing twelve months is around 4.70%, more than SGDJ's 3.82% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SGDJ Sprott Junior Gold Miners ETF | 3.82% | 4.55% | 2.45% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% | 0.00% |
Drawdowns
EDOG vs. SGDJ - Drawdown Comparison
The maximum EDOG drawdown since its inception was -44.29%, smaller than the maximum SGDJ drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for EDOG and SGDJ. For additional features, visit the drawdowns tool.
Volatility
EDOG vs. SGDJ - Volatility Comparison
The current volatility for ALPS Emerging Sector Dividend Dogs ETF (EDOG) is 4.24%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 8.95%. This indicates that EDOG experiences smaller price fluctuations and is considered to be less risky than SGDJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.