IDOG vs. SGOIX

Last updated Aug 2, 2026

IDOG (ALPS International Sector Dividend Dogs ETF) and SGOIX (First Eagle Overseas Fund Class I) are both Foreign Large Cap Equities funds. Over the past 10 years, IDOG returned 10.97%/yr vs 8.43%/yr for SGOIX. Their 0.80 correlation means they have sometimes moved together and sometimes differently. IDOG charges 0.50%/yr vs 0.88%/yr for SGOIX.

Performance

IDOG vs. SGOIX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS International Sector Dividend Dogs ETF (IDOG) and First Eagle Overseas Fund Class I (SGOIX). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, IDOG achieves a 16.35% return, which is significantly higher than SGOIX's 12.13% return. Over the past 10 years, IDOG has outperformed SGOIX with an annualized return of 10.97%, while SGOIX has yielded a comparatively lower 8.43% 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%

SGOIX

• 1D: 2.03%
• 1M: 4.09%
• 6M: 5.31%
• YTD: 12.13%
• 1Y: 30.00%
• 3Y*: 18.82%
• 5Y*: 11.02%
• 10Y*: 8.43%
• ALL TIME*: 10.14%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
IDOG ALPS International Sector Dividend Dogs ETF	$1.60M	$1.44M	$1.23M
SGOIX First Eagle Overseas Fund Class I	$0.00	$0.00	$0.00

IDOG vs. SGOIX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
SGOIX First Eagle Overseas Fund Class I	12.13%	39.06%	6.45%	10.73%	-7.86%	5.25%	7.25%	17.90%	-9.95%	14.38%

Correlation

The correlation between IDOG and SGOIX is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.69
Correlation (3Y) Balances recent behavior with more history.	0.77
Correlation (5Y) Shows whether the relationship held over a longer period.	0.81
Correlation (10Y) Provides a long-term view across more market conditions.	0.82
Correlation (All Time) Calculated using the full available price history since Jun 28, 2013	0.80

The correlation between IDOG and SGOIX shifts across timeframes, from 0.69 (1 year) to 0.82 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

IDOG vs. SGOIX — Risk / Return Rank

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

IDOG

IDOG Risk / Return Rank: 93
IDOG Sharpe Ratio Rank: 94
IDOG Sortino Ratio Rank: 93
IDOG Omega Ratio Rank: 92
IDOG Calmar Ratio Rank: 95
IDOG Martin Ratio Rank: 93

SGOIX

SGOIX Risk / Return Rank: 80
SGOIX Sharpe Ratio Rank: 91
SGOIX Sortino Ratio Rank: 85
SGOIX Omega Ratio Rank: 86
SGOIX Calmar Ratio Rank: 80
SGOIX Martin Ratio Rank: 60

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. SGOIX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and First Eagle Overseas Fund Class I (SGOIX). 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	SGOIX	Difference
Sharpe ratio: Return per unit of total volatility	2.64	2.29	+0.35
Sortino ratio: Return per unit of downside risk	3.48	3.01	+0.47
Omega ratio: Gain probability vs. loss probability	1.45	1.42	+0.03
Calmar ratio: Return relative to maximum drawdown	5.43	2.61	+2.82
Martin ratio: Return relative to average drawdown	16.84	7.59	+9.25

IDOG vs. SGOIX - Sharpe Ratio Comparison

The current IDOG Sharpe Ratio is 2.64, which is comparable to the SGOIX Sharpe Ratio of 2.29. The chart below compares the historical Sharpe Ratios of IDOG and SGOIX, 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. SGOIX - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, which is greater than SGOIX's maximum drawdown of -35.54%. Use the drawdown chart below to compare losses from any high point for IDOG and SGOIX.

Drawdown Indicators

	IDOG	SGOIX	Difference
Max Drawdown Largest peak-to-trough decline	-37.32%	-35.54%	-1.78%
Max Drawdown (1Y) Largest decline over 1 year	-6.47%	-11.35%	+4.88%
Max Drawdown (3Y) Largest decline over 3 years	-13.92%	-11.35%	-2.57%
Max Drawdown (5Y) Largest decline over 5 years	-25.31%	-20.21%	-5.10%
Max Drawdown (10Y) Largest decline over 10 years	-37.32%	-24.79%	-12.53%
Current Drawdown Current decline from peak	-0.32%	-1.60%	+1.28%
Average Drawdown Average peak-to-trough decline	-7.86%	-4.58%	-3.28%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.08%	3.89%	-1.81%

Volatility

IDOG vs. SGOIX - Volatility Comparison

The current volatility for ALPS International Sector Dividend Dogs ETF (IDOG) is 2.95%, while First Eagle Overseas Fund Class I (SGOIX) has a volatility of 3.48%. This indicates that IDOG experiences smaller price fluctuations and is considered to be less risky than SGOIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	IDOG	SGOIX	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.95%	3.48%	-0.53%
Volatility (6M) Calculated over the trailing 6-month period	10.82%	11.14%	-0.32%
Volatility (1Y) Calculated over the trailing 1-year period	13.39%	12.99%	+0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.64%	12.05%	+3.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.09%	11.44%	+5.65%

IDOG vs. SGOIX - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is lower than SGOIX's 0.88% expense ratio.

Dividends

IDOG vs. SGOIX - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.23%, less than SGOIX's 7.54% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SGOIX First Eagle Overseas Fund Class I	7.54%	8.45%	8.49%	2.45%	3.81%	5.92%	0.47%	5.70%	3.36%	3.59%	3.80%	1.58%

Frequently Asked Questions

Can I hold both IDOG and SGOIX in my portfolio?

IDOG and SGOIX have a correlation of 0.69, 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 SGOIX?

SGOIX has higher volatility (3.48%) compared to IDOG (2.95%). In terms of maximum drawdown, IDOG dropped -37.32% vs SGOIX's -35.54%.

Which has better risk-adjusted returns?

IDOG currently has the higher Sharpe Ratio (2.64 vs 2.29), 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.