IFLO vs. IDOG

Last updated Jul 14, 2026

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

Performance

IFLO vs. IDOG - Performance Comparison

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

Returns By Period

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

IFLO

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

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%

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

IFLO vs. IDOG - Yearly Performance Comparison

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

Correlation

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

IFLO vs. IDOG - Sectors Allocation Comparison

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

Return for Risk

IFLO vs. IDOG — Risk / Return Rank

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

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

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

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.

IFLO vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for VictoryShares International Free Cash Flow ETF (IFLO) 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.

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.

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

IFLO vs. IDOG - Sharpe Ratio Comparison

The current IFLO Sharpe Ratio is 2.16, which is comparable to the IDOG Sharpe Ratio of 2.03. The chart below compares the historical Sharpe Ratios of IFLO 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.

Drawdowns

IFLO vs. IDOG - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

IFLO vs. IDOG - Volatility Comparison

VictoryShares International Free Cash Flow ETF (IFLO) has a higher volatility of 4.77% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 4.05%. This indicates that IFLO'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.

Volatility by Period

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

IFLO vs. IDOG - Expense Ratio Comparison

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

Dividends

IFLO vs. IDOG - Dividend Comparison

IFLO's dividend yield for the trailing twelve months is around 1.57%, less than IDOG's 4.40% 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 IFLO and IDOG in my portfolio?

IFLO and IDOG 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, IFLO or IDOG?

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

Which ETF is better, IFLO or IDOG?

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, IFLO or IDOG?

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, IFLO or IDOG?

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

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

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

What is the main difference between IFLO and IDOG?

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

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.