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EDOG vs. VEXC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

EDOG vs. VEXC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Vanguard Emerging Markets Ex-China ETF (VEXC). The values are adjusted to include any dividend payments, if applicable.

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EDOG vs. VEXC - Yearly Performance Comparison


Returns By Period

In the year-to-date period, EDOG achieves a 6.08% return, which is significantly higher than VEXC's 2.61% return.


EDOG

1D
2.30%
1M
-5.12%
YTD
6.08%
6M
11.86%
1Y
26.55%
3Y*
11.90%
5Y*
7.37%
10Y*
5.99%

VEXC

1D
3.26%
1M
-8.07%
YTD
2.61%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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EDOG vs. VEXC - Expense Ratio Comparison

EDOG has a 0.60% expense ratio, which is higher than VEXC's 0.07% expense ratio.


Return for Risk

EDOG vs. VEXC — Risk / Return Rank

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

EDOG
EDOG Risk / Return Rank: 8383
Overall Rank
EDOG Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
EDOG Sortino Ratio Rank: 8080
Sortino Ratio Rank
EDOG Omega Ratio Rank: 8282
Omega Ratio Rank
EDOG Calmar Ratio Rank: 8585
Calmar Ratio Rank
EDOG Martin Ratio Rank: 8787
Martin Ratio Rank

VEXC
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.

EDOG vs. VEXC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Emerging Sector Dividend Dogs ETF (EDOG) and Vanguard Emerging Markets Ex-China ETF (VEXC). 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.


EDOGVEXCDifference

Sharpe ratio

Return per unit of total volatility

1.48

Sortino ratio

Return per unit of downside risk

2.06

Omega ratio

Gain probability vs. loss probability

1.32

Calmar ratio

Return relative to maximum drawdown

2.54

Martin ratio

Return relative to average drawdown

10.35

EDOG vs. VEXC - Sharpe Ratio Comparison


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Sharpe Ratios by Period


EDOGVEXCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.48

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.34

Sharpe Ratio (All Time)

Calculated using the full available price history

0.26

0.92

-0.66

Correlation

The correlation between EDOG and VEXC is 0.74, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

EDOG vs. VEXC - Dividend Comparison

EDOG's dividend yield for the trailing twelve months is around 4.71%, more than VEXC's 0.86% yield.


TTM20252024202320222021202020192018201720162015
EDOG
ALPS Emerging Sector Dividend Dogs ETF
4.71%4.50%6.55%6.53%5.07%4.11%2.60%4.93%5.37%2.89%2.97%4.55%
VEXC
Vanguard Emerging Markets Ex-China ETF
0.86%0.43%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

EDOG vs. VEXC - Drawdown Comparison

The maximum EDOG drawdown since its inception was -44.29%, which is greater than VEXC's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EDOG and VEXC.


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Drawdown Indicators


EDOGVEXCDifference

Max Drawdown

Largest peak-to-trough decline

-44.29%

-12.42%

-31.87%

Max Drawdown (1Y)

Largest decline over 1 year

-10.49%

Max Drawdown (5Y)

Largest decline over 5 years

-26.54%

Max Drawdown (10Y)

Largest decline over 10 years

-44.29%

Current Drawdown

Current decline from peak

-5.60%

-9.57%

+3.97%

Average Drawdown

Average peak-to-trough decline

-11.29%

-2.27%

-9.02%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.58%

Volatility

EDOG vs. VEXC - Volatility Comparison


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Volatility by Period


EDOGVEXCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.95%

Volatility (6M)

Calculated over the trailing 6-month period

13.14%

Volatility (1Y)

Calculated over the trailing 1-year period

18.05%

17.51%

+0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.29%

17.51%

-2.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.72%

17.51%

+0.21%