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INTL vs. IDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

INTL vs. IDOG - Performance Comparison

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

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Returns By Period

The year-to-date returns for both investments are quite close, with INTL having a 9.95% return and IDOG slightly higher at 10.41%.


INTL

1D
0.79%
1M
-1.61%
YTD
9.95%
6M
10.07%
1Y
23.96%
3Y*
16.45%
5Y*
10Y*

IDOG

1D
0.63%
1M
-3.47%
YTD
10.41%
6M
10.39%
1Y
30.26%
3Y*
20.12%
5Y*
12.92%
10Y*
11.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

INTL vs. IDOG - Yearly Performance Comparison


2026 (YTD)2025202420232022
INTL
Main International ETF
9.95%29.55%2.00%18.20%-1.69%
IDOG
ALPS International Sector Dividend Dogs ETF
10.41%39.94%1.35%23.57%-2.09%

Correlation

The correlation between INTL and IDOG is 0.69, 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

0.69

Correlation (3Y)
Calculated over the trailing 3-year period

0.78

Correlation (All Time)
Calculated using the full available price history since Dec 2, 2022

0.79

The correlation between INTL and IDOG shifts across timeframes, from 0.69 (1 year) to 0.79 (all time), reflecting how their relationship changes across market environments.

INTL vs. IDOG - Sectors Allocation Comparison


Sectors
INTL
IDOG

Financial Services

23.4%
11.3%

Technology

17.6%
9.1%

Industrials

14.7%
12.2%

Basic Materials

9.9%
10.2%

Consumer Cyclical

7.6%
9.6%

Healthcare

6.2%
8.9%

Consumer Defensive

5.4%
9.1%

Energy

5.4%
10.1%

Communication Services

4.6%
9.8%

Utilities

3.0%
9.6%

Real Estate

2.1%

-

Financial Services

INTL
23.4%
IDOG
11.3%

Technology

INTL
17.6%
IDOG
9.1%

Industrials

INTL
14.7%
IDOG
12.2%

Basic Materials

INTL
9.9%
IDOG
10.2%

Consumer Cyclical

INTL
7.6%
IDOG
9.6%

Healthcare

INTL
6.2%
IDOG
8.9%

Consumer Defensive

INTL
5.4%
IDOG
9.1%

Energy

INTL
5.4%
IDOG
10.1%

Communication Services

INTL
4.6%
IDOG
9.8%

Utilities

INTL
3.0%
IDOG
9.6%

Real Estate

INTL
2.1%
IDOG

-

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Return for Risk

INTL vs. IDOG — Risk / Return Rank

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

INTL
INTL Risk / Return Rank: 4949
Overall Rank
INTL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
INTL Sortino Ratio Rank: 4747
Sortino Ratio Rank
INTL Omega Ratio Rank: 5050
Omega Ratio Rank
INTL Calmar Ratio Rank: 4848
Calmar Ratio Rank
INTL Martin Ratio Rank: 5353
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 8080
Overall Rank
IDOG Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 7676
Sortino Ratio Rank
IDOG Omega Ratio Rank: 7373
Omega Ratio Rank
IDOG Calmar Ratio Rank: 8989
Calmar Ratio Rank
IDOG Martin Ratio Rank: 8686
Martin Ratio Rank
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.

INTL vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Main International ETF (INTL) 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.


INTLIDOGDifference
Sharpe ratioReturn per unit of total volatility

-0.72

Sortino ratioReturn per unit of downside risk

-0.88

Omega ratioGain probability vs. loss probability

1.28

1.37

-0.10

Calmar ratioReturn relative to maximum drawdown

2.09

4.69

-2.60

Martin ratioReturn relative to average drawdown

8.09

15.54

-7.46

INTL vs. IDOG - Sharpe Ratio Comparison

The current INTL Sharpe Ratio is 1.47, which is lower than the IDOG Sharpe Ratio of 2.19. The chart below compares the historical Sharpe Ratios of INTL 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.


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Drawdowns

INTL vs. IDOG - Drawdown Comparison

The maximum INTL drawdown since its inception was -14.48%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for INTL and IDOG.


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Drawdown Indicators


INTLIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-14.48%

-37.32%

+22.84%

Max Drawdown (1Y)

Largest decline over 1 year

-11.51%

-6.47%

-5.04%

Max Drawdown (3Y)

Largest decline over 3 years

-14.48%

-13.92%

-0.56%

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

-2.39%

-4.15%

+1.76%

Average Drawdown

Average peak-to-trough decline

-2.87%

-7.90%

+5.03%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.97%

1.95%

+1.02%

Volatility

INTL vs. IDOG - Volatility Comparison

Main International ETF (INTL) has a higher volatility of 6.74% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 4.86%. This indicates that INTL'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.


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Volatility by Period


INTLIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.74%

4.86%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

14.45%

10.95%

+3.50%

Volatility (1Y)

Calculated over the trailing 1-year period

16.34%

13.88%

+2.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.74%

15.69%

+0.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.74%

17.18%

-1.44%

INTL vs. IDOG - Expense Ratio Comparison

INTL has a 1.04% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Dividends

INTL vs. IDOG - Dividend Comparison

INTL's dividend yield for the trailing twelve months is around 3.40%, less than IDOG's 4.46% yield.


PositionTTM20252024202320222021202020192018201720162015
IDOG
ALPS International Sector Dividend Dogs ETF
4.46%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%
INTL
Main International ETF
3.40%2.57%2.71%2.86%1.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


INTL and IDOG 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.

INTL has higher volatility (6.74%) compared to IDOG (4.86%). In terms of maximum drawdown, INTL dropped -14.48% vs IDOG's -37.32%.

On 3-year performance, IDOG leads with 20.12% vs 16.45% for INTL. On fees, IDOG is cheaper at 0.50% per year. On volatility, IDOG has been the lower-risk option at 4.86%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IDOG has performed better with a 20.12% return vs 16.45%. 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 1.04% for INTL.

IDOG has the higher dividend yield at 4.46%, compared with 3.40% for INTL.

They also come from different issuers: Main Funds and SS&C. Their fees differ too: 1.04% for INTL and 0.50% for IDOG.

IDOG currently has the higher Sharpe Ratio (2.19 vs 1.47), 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

Find the right allocation for INTL and IDOG

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