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FFGX vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

FFGX vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Global ex-U.S. ETF (FFGX) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with FFGX having a 14.06% return and IDOG slightly lower at 14.02%.


FFGX

1D
-0.92%
1M
5.58%
YTD
14.06%
6M
16.61%
1Y
25.28%
3Y*
5Y*
10Y*

IDOG

1D
-0.47%
1M
3.24%
YTD
14.02%
6M
16.64%
1Y
35.52%
3Y*
21.96%
5Y*
13.36%
10Y*
10.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

FFGX vs. IDOG - Yearly Performance Comparison


2026 (YTD)20252024
FFGX
Fidelity Fundamental Global ex-U.S. ETF
14.06%27.85%-2.87%
IDOG
ALPS International Sector Dividend Dogs ETF
14.02%39.94%-0.07%

Correlation

The correlation between FFGX and IDOG is 0.70, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.70

Correlation (All Time)
Calculated using the full available price history since Nov 22, 2024

0.71

The correlation between FFGX and IDOG has been stable across timeframes, ranging from 0.70 to 0.71 - a consistent structural relationship.

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Return for Risk

FFGX vs. IDOG — Risk / Return Rank

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

FFGX
FFGX Risk / Return Rank: 4242
Overall Rank
FFGX Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
FFGX Sortino Ratio Rank: 4040
Sortino Ratio Rank
FFGX Omega Ratio Rank: 4141
Omega Ratio Rank
FFGX Calmar Ratio Rank: 4040
Calmar Ratio Rank
FFGX Martin Ratio Rank: 4747
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 8383
Overall Rank
IDOG Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7979
Sortino Ratio Rank
IDOG Omega Ratio Rank: 7676
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9090
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8888
Martin Ratio Rank
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.

FFGX vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Global ex-U.S. ETF (FFGX) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


FFGXIDOGDifference
Sharpe ratioReturn per unit of total volatility

-1.25

Sortino ratioReturn per unit of downside risk

-1.51

Omega ratioGain probability vs. loss probability

1.27

1.46

-0.19

Calmar ratioReturn relative to maximum drawdown

1.97

5.51

-3.54

Martin ratioReturn relative to average drawdown

7.79

19.31

-11.52

FFGX vs. IDOG - Sharpe Ratio Comparison

The current FFGX Sharpe Ratio is 1.43, which is lower than the IDOG Sharpe Ratio of 2.68. The chart below compares the historical Sharpe Ratios of FFGX and IDOG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


FFGXIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.43

2.68

-1.25

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.86

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.63

Sharpe Ratio (All Time)

Calculated using the full available price history

1.36

0.51

+0.85

Drawdowns

FFGX vs. IDOG - Drawdown Comparison

The maximum FFGX drawdown since its inception was -14.79%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for FFGX and IDOG.


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Drawdown Indicators


FFGXIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-37.32%

+22.53%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-6.47%

-6.39%

Max Drawdown (3Y)

Largest decline over 3 years

-13.92%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-0.92%

-0.47%

-0.45%

Average Drawdown

Average peak-to-trough decline

-2.11%

-7.93%

+5.82%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

1.84%

+1.41%

Volatility

FFGX vs. IDOG - Volatility Comparison

Fidelity Fundamental Global ex-U.S. ETF (FFGX) has a higher volatility of 6.77% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 4.13%. This indicates that FFGX's price experiences larger fluctuations and is considered to be riskier than IDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


FFGXIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.77%

4.13%

+2.64%

Volatility (6M)

Calculated over the trailing 6-month period

15.62%

10.09%

+5.53%

Volatility (1Y)

Calculated over the trailing 1-year period

17.76%

13.33%

+4.43%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.06%

15.61%

+3.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

17.45%

+1.61%

FFGX vs. IDOG - Expense Ratio Comparison

FFGX has a 0.55% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Dividends

FFGX vs. IDOG - Dividend Comparison

FFGX's dividend yield for the trailing twelve months is around 1.40%, less than IDOG's 3.42% yield.


PositionTTM20252024202320222021202020192018201720162015
FFGX
Fidelity Fundamental Global ex-U.S. ETF
1.40%1.62%0.40%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDOG
ALPS International Sector Dividend Dogs ETF
3.42%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Frequently Asked Questions


FFGX and IDOG have a correlation of 0.70, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

FFGX has higher volatility (6.77%) compared to IDOG (4.13%). In terms of maximum drawdown, FFGX dropped -14.79% vs IDOG's -37.32%.

On 1-year performance, IDOG leads with 35.52% vs 25.28% for FFGX. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 4.13%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, IDOG has performed better with a 35.52% return vs 25.28%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IDOG is cheaper with a 0.50% expense ratio, compared with 0.55% for FFGX.

IDOG has the higher dividend yield at 3.42%, compared with 1.40% for FFGX.

They also come from different issuers: Fidelity and SS&C. Their fees differ too: 0.55% for FFGX and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.68 vs 1.43), 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.

Portfolio Optimizer

Find the right allocation for FFGX and IDOG

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