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IDOG vs. VIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IDOG and VIG is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

IDOG vs. VIG - Performance Comparison

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

100.00%150.00%200.00%250.00%300.00%JulyAugustSeptemberOctoberNovemberDecember
83.35%
272.80%
IDOG
VIG

Key characteristics

Sharpe Ratio

IDOG:

0.19

VIG:

1.88

Sortino Ratio

IDOG:

0.35

VIG:

2.64

Omega Ratio

IDOG:

1.04

VIG:

1.34

Calmar Ratio

IDOG:

0.23

VIG:

3.78

Martin Ratio

IDOG:

0.66

VIG:

11.75

Ulcer Index

IDOG:

3.90%

VIG:

1.63%

Daily Std Dev

IDOG:

13.28%

VIG:

10.20%

Max Drawdown

IDOG:

-37.32%

VIG:

-46.81%

Current Drawdown

IDOG:

-10.64%

VIG:

-3.60%

Returns By Period

In the year-to-date period, IDOG achieves a -0.15% return, which is significantly lower than VIG's 17.35% return. Over the past 10 years, IDOG has underperformed VIG with an annualized return of 5.17%, while VIG has yielded a comparatively higher 11.31% annualized return.


IDOG

YTD

-0.15%

1M

-1.55%

6M

-2.01%

1Y

0.77%

5Y*

5.32%

10Y*

5.17%

VIG

YTD

17.35%

1M

-1.84%

6M

7.77%

1Y

17.96%

5Y*

11.67%

10Y*

11.31%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


IDOG vs. VIG - Expense Ratio Comparison

IDOG has a 0.50% expense ratio, which is higher than VIG's 0.06% expense ratio.


IDOG
ALPS International Sector Dividend Dogs ETF
Expense ratio chart for IDOG: current value at 0.50% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.50%
Expense ratio chart for VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

IDOG vs. VIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS International Sector Dividend Dogs ETF (IDOG) and Vanguard Dividend Appreciation ETF (VIG). 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.


Sharpe ratio
The chart of Sharpe ratio for IDOG, currently valued at 0.19, compared to the broader market0.002.004.000.191.88
The chart of Sortino ratio for IDOG, currently valued at 0.35, compared to the broader market-2.000.002.004.006.008.0010.000.352.64
The chart of Omega ratio for IDOG, currently valued at 1.04, compared to the broader market0.501.001.502.002.503.001.041.34
The chart of Calmar ratio for IDOG, currently valued at 0.23, compared to the broader market0.005.0010.0015.000.233.78
The chart of Martin ratio for IDOG, currently valued at 0.66, compared to the broader market0.0020.0040.0060.0080.00100.000.6611.75
IDOG
VIG

The current IDOG Sharpe Ratio is 0.19, which is lower than the VIG Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of IDOG and VIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50JulyAugustSeptemberOctoberNovemberDecember
0.19
1.88
IDOG
VIG

Dividends

IDOG vs. VIG - Dividend Comparison

IDOG's dividend yield for the trailing twelve months is around 4.98%, more than VIG's 1.27% yield.


TTM20232022202120202019201820172016201520142013
IDOG
ALPS International Sector Dividend Dogs ETF
4.98%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%4.58%1.43%
VIG
Vanguard Dividend Appreciation ETF
1.27%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

IDOG vs. VIG - Drawdown Comparison

The maximum IDOG drawdown since its inception was -37.32%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for IDOG and VIG. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-10.64%
-3.60%
IDOG
VIG

Volatility

IDOG vs. VIG - Volatility Comparison

ALPS International Sector Dividend Dogs ETF (IDOG) has a higher volatility of 3.94% compared to Vanguard Dividend Appreciation ETF (VIG) at 3.55%. This indicates that IDOG's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.94%
3.55%
IDOG
VIG
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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