EDOG vs. SGDJ
EDOG (ALPS Emerging Sector Dividend Dogs ETF) and SGDJ (Sprott Junior Gold Miners ETF) are both exchange-traded funds - EDOG is a Emerging Markets Equities fund tracking the S-Network Emerging Sector Dividend Dogs Index, while SGDJ is a Materials fund tracking the Solactive Junior Gold Miners Custom Factors Index. Both are passively managed. Over the past 10 years, EDOG returned 6.45%/yr vs 12.36%/yr for SGDJ. At a 0.35 correlation, their price movements are largely independent. EDOG charges 0.60%/yr vs 0.50%/yr for SGDJ.
Performance
EDOG vs. SGDJ - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, EDOG achieves a 4.34% return, which is significantly lower than SGDJ's 5.59% return. Over the past 10 years, EDOG has underperformed SGDJ with an annualized return of 6.45%, while SGDJ has yielded a comparatively higher 12.36% annualized return.
EDOG
- 1D
- -0.42%
- 1M
- -0.87%
- YTD
- 4.34%
- 6M
- 5.56%
- 1Y
- 19.20%
- 3Y*
- 11.78%
- 5Y*
- 5.27%
- 10Y*
- 6.45%
SGDJ
- 1D
- 1.39%
- 1M
- 0.71%
- YTD
- 5.59%
- 6M
- 17.03%
- 1Y
- 84.64%
- 3Y*
- 51.51%
- 5Y*
- 18.30%
- 10Y*
- 12.36%
EDOG vs. SGDJ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EDOG ALPS Emerging Sector Dividend Dogs ETF | 4.34% | 22.59% | 1.70% | 11.58% | -10.50% | 11.71% | 7.99% | 13.26% | -16.52% | 20.42% |
SGDJ Sprott Junior Gold Miners ETF | 5.59% | 174.44% | 19.35% | 6.66% | -27.60% | -15.12% | 47.91% | 37.00% | -25.63% | 5.94% |
Correlation
The correlation between EDOG and SGDJ is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.49 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 2015 | 0.35 |
The correlation between EDOG and SGDJ shifts across timeframes, from 0.35 (all time) to 0.51 (5 years), reflecting how their relationship changes across market environments.
EDOG vs. SGDJ - Sectors Allocation Comparison
Sectors
EDOG
SGDJ
Energy
-
Industrials
-
Communication Services
-
Healthcare
-
Consumer Defensive
-
Basic Materials
Technology
-
Utilities
-
Financial Services
-
Consumer Cyclical
-
Real Estate
-
-
Energy
EDOG
SGDJ
-
Industrials
EDOG
SGDJ
-
Communication Services
EDOG
SGDJ
-
Healthcare
EDOG
SGDJ
-
Consumer Defensive
EDOG
SGDJ
-
Basic Materials
EDOG
SGDJ
Technology
EDOG
SGDJ
-
Utilities
EDOG
SGDJ
-
Financial Services
EDOG
SGDJ
-
Consumer Cyclical
EDOG
SGDJ
-
Real Estate
EDOG
-
SGDJ
-
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
EDOG vs. SGDJ — Risk / Return Rank
EDOG
SGDJ
EDOG vs. SGDJ - Risk-Adjusted Trends 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.
| EDOG | SGDJ | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.22 | 1.77 | -0.55 |
Sortino ratioReturn per unit of downside risk | 1.73 | 2.09 | -0.36 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.29 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 2.21 | 2.90 | -0.69 |
Martin ratioReturn relative to average drawdown | 5.71 | 7.76 | -2.05 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| EDOG | SGDJ | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.22 | 1.77 | -0.55 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.34 | 0.46 | -0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.30 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.37 | -0.12 |
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.
Loading charts...
Drawdown Indicators
| EDOG | SGDJ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.29% | -59.27% | +14.98% |
Max Drawdown (1Y)Largest decline over 1 year | -8.92% | -33.22% | +24.30% |
Max Drawdown (3Y)Largest decline over 3 years | -15.29% | -33.22% | +17.93% |
Max Drawdown (5Y)Largest decline over 5 years | -26.54% | -54.90% | +28.36% |
Max Drawdown (10Y)Largest decline over 10 years | -44.29% | -59.27% | +14.98% |
Current DrawdownCurrent decline from peak | -7.15% | -23.02% | +15.87% |
Average DrawdownAverage peak-to-trough decline | -11.22% | -26.25% | +15.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.45% | 12.40% | -8.95% |
Volatility
EDOG vs. SGDJ - Volatility Comparison
The current volatility for ALPS Emerging Sector Dividend Dogs ETF (EDOG) is 4.30%, while Sprott Junior Gold Miners ETF (SGDJ) has a volatility of 13.05%. 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.
Loading charts...
Volatility by Period
| EDOG | SGDJ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.30% | 13.05% | -8.75% |
Volatility (6M)Calculated over the trailing 6-month period | 13.89% | 39.74% | -25.85% |
Volatility (1Y)Calculated over the trailing 1-year period | 15.81% | 48.57% | -32.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.36% | 40.31% | -24.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 40.74% | -23.14% |
EDOG vs. SGDJ - Expense Ratio Comparison
EDOG has a 0.60% expense ratio, which is higher than SGDJ's 0.50% expense ratio.
Dividends
EDOG vs. SGDJ - Dividend Comparison
EDOG's dividend yield for the trailing twelve months is around 4.79%, less than SGDJ's 7.93% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDOG ALPS Emerging Sector Dividend Dogs ETF | 4.79% | 4.50% | 6.55% | 6.53% | 5.07% | 4.11% | 2.60% | 4.93% | 5.37% | 2.89% | 2.97% | 4.55% |
SGDJ Sprott Junior Gold Miners ETF | 7.93% | 8.37% | 6.55% | 4.55% | 2.46% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% |
Frequently Asked Questions
EDOG and SGDJ have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGDJ has higher volatility (13.05%) compared to EDOG (4.30%). In terms of maximum drawdown, EDOG dropped -44.29% vs SGDJ's -59.27%.
On 10-year performance, SGDJ leads with 12.36% vs 6.45% for EDOG. On fees, SGDJ is cheaper at 0.50% per year. On volatility, EDOG has been the lower-risk option at 4.30%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 10-year period, SGDJ has performed better with a 12.36% return vs 6.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
SGDJ is cheaper with a 0.50% expense ratio, compared with 0.60% for EDOG.
SGDJ has the higher dividend yield at 7.93%, compared with 4.79% for EDOG.
EDOG is categorized as Emerging Markets Equities, while SGDJ is Materials. EDOG tracks S-Network Emerging Sector Dividend Dogs Index, while SGDJ tracks Solactive Junior Gold Miners Custom Factors Index. They also come from different issuers: SS&C and Sprott. Their fees differ too: 0.60% for EDOG and 0.50% for SGDJ.
SGDJ currently has the higher Sharpe Ratio (1.77 vs 1.22), 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.
Find the right allocation for EDOG and SGDJ
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer