FDND vs. DOGG
FDND (FT Vest Dow Jones Internet & Target Income ETF) and DOGG (FT Vest DJIA Dogs 10 Target Income ETF) are both exchange-traded funds - FDND is a Technology Equities fund actively managed by FT Vest, while DOGG is a Derivative Income fund actively managed by FT Vest. Both are actively managed. Over the past year, FDND returned 7.37% vs 15.85% for DOGG. At a 0.07 correlation, their price movements are largely independent. Both charge a 0.75% expense ratio.
Performance
FDND vs. DOGG - Performance Comparison
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Returns By Period
In the year-to-date period, FDND achieves a 2.42% return, which is significantly lower than DOGG's 5.09% return.
FDND
- 1D
- -1.99%
- 1M
- 3.57%
- YTD
- 2.42%
- 6M
- 1.71%
- 1Y
- 7.37%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
DOGG
- 1D
- -0.02%
- 1M
- 0.22%
- YTD
- 5.09%
- 6M
- 4.26%
- 1Y
- 15.85%
- 3Y*
- 11.91%
- 5Y*
- —
- 10Y*
- —
FDND vs. DOGG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | |
|---|---|---|---|
FDND FT Vest Dow Jones Internet & Target Income ETF | 2.42% | 9.69% | 15.85% |
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 5.09% | 19.43% | -2.57% |
Correlation
The correlation between FDND and DOGG is 0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 22, 2024 | 0.07 |
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Return for Risk
FDND vs. DOGG — Risk / Return Rank
FDND
DOGG
FDND vs. DOGG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FT Vest Dow Jones Internet & Target Income ETF (FDND) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.
| FDND | DOGG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.56 | ||
| Omega ratioGain probability vs. loss probability | 1.08 | 1.27 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.36 | 1.92 | -1.56 |
| Martin ratioReturn relative to average drawdown | 0.88 | 4.53 | -3.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| FDND | DOGG | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.40 | 1.53 | -1.12 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.60 | 0.85 | -0.25 |
Drawdowns
FDND vs. DOGG - Drawdown Comparison
The maximum FDND drawdown since its inception was -24.12%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for FDND and DOGG.
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Drawdown Indicators
| FDND | DOGG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.12% | -11.19% | -12.93% |
Max Drawdown (1Y)Largest decline over 1 year | -20.49% | -8.29% | -12.20% |
Max Drawdown (3Y)Largest decline over 3 years | — | -11.19% | — |
Current DrawdownCurrent decline from peak | -4.24% | -7.62% | +3.38% |
Average DrawdownAverage peak-to-trough decline | -5.67% | -3.22% | -2.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 3.50% | +4.89% |
Volatility
FDND vs. DOGG - Volatility Comparison
FT Vest Dow Jones Internet & Target Income ETF (FDND) has a higher volatility of 5.29% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 3.20%. This indicates that FDND's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| FDND | DOGG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.29% | 3.20% | +2.09% |
Volatility (6M)Calculated over the trailing 6-month period | 14.07% | 8.04% | +6.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.28% | 10.43% | +7.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.40% | 12.97% | +8.43% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 21.40% | 12.97% | +8.43% |
FDND vs. DOGG - Expense Ratio Comparison
Both FDND and DOGG have an expense ratio of 0.75%.
Dividends
FDND vs. DOGG - Dividend Comparison
FDND's dividend yield for the trailing twelve months is around 7.98%, less than DOGG's 8.90% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
DOGG FT Vest DJIA Dogs 10 Target Income ETF | 8.90% | 8.75% | 9.92% | 5.89% |
FDND FT Vest Dow Jones Internet & Target Income ETF | 7.98% | 8.11% | 5.51% | 0.00% |
Frequently Asked Questions
FDND and DOGG have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FDND has higher volatility (5.29%) compared to DOGG (3.20%). In terms of maximum drawdown, FDND dropped -24.12% vs DOGG's -11.19%.
On 1-year performance, DOGG leads with 15.85% vs 7.37% for FDND. Both ETFs have the same 0.75% expense ratio. On volatility, DOGG has been the lower-risk option at 3.20%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, DOGG has performed better with a 15.85% return vs 7.37%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FDND and DOGG have the same expense ratio: 0.75% per year.
DOGG has the higher dividend yield at 8.90%, compared with 7.98% for FDND.
FDND is categorized as Technology Equities, while DOGG is Derivative Income.
DOGG currently has the higher Sharpe Ratio (1.53 vs 0.40), 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.
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