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IDOG vs. BFOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IDOG vs. BFOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and ALPS Barron's 400 ETF (BFOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IDOG achieves a 16.35% return, which is significantly higher than BFOR's 15.05% return. Over the past 10 years, IDOG has underperformed BFOR with an annualized return of 10.97%, while BFOR has yielded a comparatively higher 12.64% annualized return.


IDOG

1D
-0.32%
1M
5.35%
6M
11.47%
YTD
16.35%
1Y
34.60%
3Y*
20.44%
5Y*
14.35%
10Y*
10.97%
ALL TIME*
8.89%

BFOR

1D
0.20%
1M
-0.61%
6M
11.25%
YTD
15.05%
1Y
23.90%
3Y*
17.17%
5Y*
10.70%
10Y*
12.64%
ALL TIME*
11.54%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$667.88K$621.15K$445.26K
$1.60M$1.44M$1.23M

IDOG vs. BFOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IDOG
ALPS International Sector Dividend Dogs ETF
16.35%39.94%1.35%23.57%-4.50%11.33%-1.78%21.93%-13.47%25.61%
BFOR
ALPS Barron's 400 ETF
15.05%13.85%17.81%18.19%-15.92%30.71%17.60%21.30%-13.86%19.37%

Correlation

The correlation between IDOG and BFOR is 0.49, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.49

Correlation (3Y)
Balances recent behavior with more history.

0.54

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.63

Correlation (10Y)
Provides a long-term view across more market conditions.

0.65

Correlation (All Time)
Calculated using the full available price history since Jun 28, 2013

0.66

The correlation between IDOG and BFOR shifts across timeframes, from 0.49 (1 year) to 0.66 (all time), reflecting how their relationship changes across market environments.

IDOG vs. BFOR - Sectors Allocation Comparison


Sectors
IDOG
BFOR

Industrials

12.3%
16.4%

Financial Services

10.6%
21.8%

Healthcare

10.4%
11.9%

Consumer Defensive

10.3%
4.0%

Utilities

10.2%
1.8%

Consumer Cyclical

10.1%
10.9%

Basic Materials

9.8%
2.4%

Communication Services

9.5%
3.5%

Energy

9.2%
6.4%

Technology

7.7%
20.9%

Real Estate

-

-

Industrials

IDOG
12.3%
BFOR
16.4%

Financial Services

IDOG
10.6%
BFOR
21.8%

Healthcare

IDOG
10.4%
BFOR
11.9%

Consumer Defensive

IDOG
10.3%
BFOR
4.0%

Utilities

IDOG
10.2%
BFOR
1.8%

Consumer Cyclical

IDOG
10.1%
BFOR
10.9%

Basic Materials

IDOG
9.8%
BFOR
2.4%

Communication Services

IDOG
9.5%
BFOR
3.5%

Energy

IDOG
9.2%
BFOR
6.4%

Technology

IDOG
7.7%
BFOR
20.9%

Real Estate

IDOG

-

BFOR

-

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Return for Risk

IDOG vs. BFOR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

IDOG
IDOG Risk / Return Rank: 9393
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9393
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9292
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9595
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9393
Martin Ratio Rank

BFOR
BFOR Risk / Return Rank: 6868
Overall Rank
BFOR Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
BFOR Sortino Ratio Rank: 6969
Sortino Ratio Rank
BFOR Omega Ratio Rank: 6161
Omega Ratio Rank
BFOR Calmar Ratio Rank: 7171
Calmar Ratio Rank
BFOR Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IDOG vs. BFOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and ALPS Barron's 400 ETF (BFOR). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


IDOGBFORDifference
Sharpe ratioReturn per unit of total volatility

+1.14

Sortino ratioReturn per unit of downside risk

+1.24

Omega ratioGain probability vs. loss probability

1.45

1.26

+0.19

Calmar ratioReturn relative to maximum drawdown

5.43

2.48

+2.95

Martin ratioReturn relative to average drawdown

16.84

9.03

+7.81

IDOG vs. BFOR - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.64, which is higher than the BFOR Sharpe Ratio of 1.50. The chart below compares the historical Sharpe Ratios of IDOG and BFOR, 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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Drawdowns

IDOG vs. BFOR - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, smaller than the maximum BFOR drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for IDOG and BFOR.


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Drawdown Indicators


IDOGBFORDifference

Max Drawdown

Largest peak-to-trough decline

-37.32%

-41.27%

+3.95%

Max Drawdown (1Y)

Largest decline over 1 year

-6.47%

-8.98%

+2.51%

Max Drawdown (3Y)

Largest decline over 3 years

-13.92%

-21.91%

+7.99%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

-25.93%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

-41.27%

+3.95%

Current Drawdown

Current decline from peak

-0.32%

-0.92%

+0.60%

Average Drawdown

Average peak-to-trough decline

-7.86%

-6.36%

-1.50%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.08%

2.46%

-0.38%

Volatility

IDOG vs. BFOR - Volatility Comparison

ALPS International Sector Dividend Dogs ETF (IDOG) and ALPS Barron's 400 ETF (BFOR) have volatilities of 2.95% and 3.05%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IDOGBFORDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.95%

3.05%

-0.10%

Volatility (6M)

Calculated over the trailing 6-month period

10.82%

10.73%

+0.09%

Volatility (1Y)

Calculated over the trailing 1-year period

13.39%

14.84%

-1.45%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.64%

19.40%

-3.76%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.09%

20.34%

-3.25%

IDOG vs. BFOR - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is lower than BFOR's 0.65% expense ratio.


Dividends

IDOG vs. BFOR - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.23%, more than BFOR's 0.52% yield.


PositionTTM20252024202320222021202020192018201720162015
BFOR
ALPS Barron's 400 ETF
0.52%0.60%0.69%1.26%1.68%0.92%0.98%0.69%0.94%0.60%0.78%0.86%
IDOG
ALPS International Sector Dividend Dogs ETF
4.23%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


IDOG and BFOR have a correlation of 0.49, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BFOR has higher volatility (3.05%) compared to IDOG (2.95%). In terms of maximum drawdown, IDOG dropped -37.32% vs BFOR's -41.27%.

On 10-year performance, BFOR leads with 12.64% vs 10.97% for IDOG. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 2.95%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BFOR has performed better with a 12.64% return vs 10.97%. 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 0.65% for BFOR.

IDOG has the higher dividend yield at 4.23%, compared with 0.52% for BFOR.

IDOG is categorized as Foreign Large Cap Equities, while BFOR is Mid Cap Blend Equities. IDOG tracks S-Network International Sector Dividend Dogs Index, while BFOR tracks Barron's 400 Index. Their fees differ too: 0.50% for IDOG and 0.65% for BFOR.

IDOG currently has the higher Sharpe Ratio (2.64 vs 1.50), 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

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