IDOG vs. IFLO

Last updated Jul 14, 2026

IDOG (ALPS International Sector Dividend Dogs ETF) and IFLO (VictoryShares International Free Cash Flow ETF) are both Foreign Large Cap Equities funds. Over the past year, IDOG returned 27.84% vs 31.49% for IFLO. A 0.78 correlation means they provide meaningful diversification when combined. IDOG charges 0.50%/yr vs 0.56%/yr for IFLO.

Performance

IDOG vs. IFLO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and VictoryShares International Free Cash Flow ETF (IFLO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDOG achieves a 11.75% return, which is significantly lower than IFLO's 18.32% return.

IDOG

• 1D: 0.62%
• 1M: -2.99%
• 6M: 9.96%
• YTD: 11.75%
• 1Y: 27.84%
• 3Y*: 18.66%
• 5Y*: 13.32%
• 10Y*: 10.55%

IFLO

• 1D: -0.65%
• 1M: -0.87%
• 6M: 14.97%
• YTD: 18.32%
• 1Y: 31.49%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

IDOG vs. IFLO - Yearly Performance Comparison

	2026 (YTD)	2025
IDOG ALPS International Sector Dividend Dogs ETF	11.75%	17.97%
IFLO VictoryShares International Free Cash Flow ETF	18.32%	13.12%

Correlation

The correlation between IDOG and IFLO is 0.77, 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	0.77
Correlation (All Time) Calculated using the full available price history since Jun 26, 2025	0.78

The correlation between IDOG and IFLO has been stable across timeframes, ranging from 0.77 to 0.78 - a consistent structural relationship.

IDOG vs. IFLO - Sectors Allocation Comparison

Sectors	IDOG	IFLO
Industrials	12.2%	18.1%
Financial Services	11.3%	1.1%
Basic Materials	10.2%	11.3%
Energy	10.1%	12.1%
Communication Services	9.8%	6.7%
Consumer Cyclical	9.6%	13.8%
Utilities	9.6%	1.0%
Consumer Defensive	9.1%	2.8%
Technology	9.1%	21.5%
Healthcare	8.9%	11.7%
Real Estate	-	0.0%

Return for Risk

IDOG vs. IFLO — Risk / Return Rank

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

IDOG

IDOG Risk / Return Rank: 81
IDOG Sharpe Ratio Rank: 80
IDOG Sortino Ratio Rank: 77
IDOG Omega Ratio Rank: 75
IDOG Calmar Ratio Rank: 90
IDOG Martin Ratio Rank: 84

IFLO

IFLO Risk / Return Rank: 87
IFLO Sharpe Ratio Rank: 85
IFLO Sortino Ratio Rank: 87
IFLO Omega Ratio Rank: 82
IFLO Calmar Ratio Rank: 93
IFLO Martin Ratio Rank: 91

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.

IDOG vs. IFLO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and VictoryShares International Free Cash Flow ETF (IFLO). 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.

	IDOG	IFLO	Difference
Sharpe ratio: Return per unit of total volatility	2.03	2.16	-0.13
Sortino ratio: Return per unit of downside risk	2.74	3.13	-0.38
Omega ratio: Gain probability vs. loss probability	1.35	1.39	-0.04
Calmar ratio: Return relative to maximum drawdown	4.32	4.91	-0.59
Martin ratio: Return relative to average drawdown	13.13	16.50	-3.37

IDOG vs. IFLO - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.03, which is comparable to the IFLO Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of IDOG and IFLO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

IDOG vs. IFLO - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than IFLO's maximum drawdown of -6.44%. Use the drawdown chart below to compare losses from any high point for IDOG and IFLO.

Drawdown Indicators

	IDOG	IFLO	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-6.44%	-30.88%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-6.44%	-0.03%
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	-2.99%	-2.22%	-0.77%
Average Drawdown Average peak-to-trough decline	-7.89%	-1.29%	-6.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.13%	1.91%	+0.22%

Volatility

IDOG vs. IFLO - Volatility Comparison

The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 4.05%, while VictoryShares International Free Cash Flow ETF (IFLO) has a volatility of 4.77%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than IFLO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDOG	IFLO	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.05%	4.77%	-0.72%
Volatility (6M) Calculated over the trailing 6-month period	11.05%	12.05%	-1.00%
Volatility (1Y) Calculated over the trailing 1-year period	13.81%	14.71%	-0.90%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.67%	14.61%	+1.06%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.08%	14.61%	+2.47%

IDOG vs. IFLO - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is lower than IFLO's 0.56% expense ratio.

Dividends

IDOG vs. IFLO - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.40%, more than IFLO's 1.57% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
IDOG ALPS International Sector Dividend Dogs ETF	4.40%	4.26%	4.90%	4.86%	4.46%	3.85%	3.00%	5.41%	4.50%	3.33%	4.01%	4.19%
IFLO VictoryShares International Free Cash Flow ETF	1.57%	0.73%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both IDOG and IFLO in my portfolio?

IDOG and IFLO have a correlation of 0.77, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, IDOG or IFLO?

IFLO has higher volatility (4.77%) compared to IDOG (4.05%). In terms of maximum drawdown, IDOG dropped -37.32% vs IFLO's -6.44%.

Which ETF is better, IDOG or IFLO?

On 1-year performance, IFLO leads with 31.49% vs 27.84% for IDOG. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 4.05%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, IDOG or IFLO?

Over the 1-year period, IFLO has performed better with a 31.49% return vs 27.84%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, IDOG or IFLO?

IDOG is cheaper with a 0.50% expense ratio, compared with 0.56% for IFLO.

Which ETF pays a higher dividend yield, IDOG or IFLO?

IDOG has the higher dividend yield at 4.40%, compared with 1.57% for IFLO.

What is the main difference between IDOG and IFLO?

They also come from different issuers: SS&C and VictoryShares. Their fees differ too: 0.50% for IDOG and 0.56% for IFLO.

Which has better risk-adjusted returns?

IFLO currently has the higher Sharpe Ratio (2.16 vs 2.03), 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.