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IQM vs. DOGG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

IQM vs. DOGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin Intelligent Machines ETF (IQM) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IQM achieves a 24.59% return, which is significantly higher than DOGG's 11.92% return.


IQM

1D
-0.82%
1M
-4.86%
6M
23.42%
YTD
24.59%
1Y
37.08%
3Y*
32.01%
5Y*
16.96%
10Y*
ALL TIME*
26.08%

DOGG

1D
0.60%
1M
3.10%
6M
2.09%
YTD
11.92%
1Y
22.61%
3Y*
12.53%
5Y*
10Y*
ALL TIME*
12.44%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$946.83K$808.54K$736.30K
$2.67M$1.52M$1.22M

IQM vs. DOGG - Yearly Performance Comparison


2026 (YTD)202520242023
IQM
Franklin Intelligent Machines ETF
24.59%30.76%31.03%22.68%
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
11.92%19.43%-2.58%12.74%

Correlation

The correlation between IQM and DOGG is -0.20, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.20

Correlation (3Y)
Balances recent behavior with more history.

0.07

Correlation (All Time)
Calculated using the full available price history since Apr 27, 2023

0.09

The correlation between IQM and DOGG shifts across timeframes, from -0.20 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

IQM vs. DOGG — Risk / Return Rank

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

IQM
IQM Risk / Return Rank: 3838
Overall Rank
IQM Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
IQM Sortino Ratio Rank: 3535
Sortino Ratio Rank
IQM Omega Ratio Rank: 3636
Omega Ratio Rank
IQM Calmar Ratio Rank: 3737
Calmar Ratio Rank
IQM Martin Ratio Rank: 4444
Martin Ratio Rank

DOGG
DOGG Risk / Return Rank: 7070
Overall Rank
DOGG Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
DOGG Sortino Ratio Rank: 8181
Sortino Ratio Rank
DOGG Omega Ratio Rank: 7575
Omega Ratio Rank
DOGG Calmar Ratio Rank: 6969
Calmar Ratio Rank
DOGG Martin Ratio Rank: 4545
Martin Ratio Rank
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.

IQM vs. DOGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin Intelligent Machines ETF (IQM) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.


IQMDOGGDifference
Sharpe ratioReturn per unit of total volatility

-0.98

Sortino ratioReturn per unit of downside risk

-1.46

Omega ratioGain probability vs. loss probability

1.19

1.35

-0.16

Calmar ratioReturn relative to maximum drawdown

1.47

2.74

-1.27

Martin ratioReturn relative to average drawdown

5.49

5.78

-0.29

IQM vs. DOGG - Sharpe Ratio Comparison

The current IQM Sharpe Ratio is 1.02, which is lower than the DOGG Sharpe Ratio of 2.00. The chart below compares the historical Sharpe Ratios of IQM and DOGG, 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

IQM vs. DOGG - Drawdown Comparison

The maximum IQM drawdown since its inception was -44.91%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for IQM and DOGG.


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Drawdown Indicators


IQMDOGGDifference

Max Drawdown

Largest peak-to-trough decline

-44.91%

-11.19%

-33.72%

Max Drawdown (1Y)

Largest decline over 1 year

-25.28%

-8.29%

-16.99%

Max Drawdown (3Y)

Largest decline over 3 years

-30.42%

-11.19%

-19.23%

Max Drawdown (5Y)

Largest decline over 5 years

-44.91%

Current Drawdown

Current decline from peak

-13.53%

-1.62%

-11.91%

Average Drawdown

Average peak-to-trough decline

-12.20%

-3.26%

-8.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.77%

3.92%

+2.85%

Volatility

IQM vs. DOGG - Volatility Comparison

Franklin Intelligent Machines ETF (IQM) has a higher volatility of 15.57% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 4.29%. This indicates that IQM's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


IQMDOGGDifference

Volatility (1M)

Calculated over the trailing 1-month period

15.57%

4.29%

+11.28%

Volatility (6M)

Calculated over the trailing 6-month period

31.51%

9.23%

+22.28%

Volatility (1Y)

Calculated over the trailing 1-year period

36.39%

11.35%

+25.04%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.73%

13.05%

+17.68%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.73%

13.05%

+18.68%

IQM vs. DOGG - Expense Ratio Comparison

IQM has a 0.50% expense ratio, which is lower than DOGG's 0.75% expense ratio.


Dividends

IQM vs. DOGG - Dividend Comparison

IQM has not paid dividends to shareholders, while DOGG's dividend yield for the trailing twelve months is around 8.56%.


PositionTTM202520242023202220212020
DOGG
FT Vest DJIA Dogs 10 Target Income ETF
8.56%8.75%9.92%5.89%0.00%0.00%0.00%
IQM
Franklin Intelligent Machines ETF
0.00%0.00%0.00%0.00%0.00%0.17%0.01%

Frequently Asked Questions


IQM and DOGG have a correlation of -0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IQM has higher volatility (15.57%) compared to DOGG (4.29%). In terms of maximum drawdown, IQM dropped -44.91% vs DOGG's -11.19%.

On 3-year performance, IQM leads with 32.01% vs 12.53% for DOGG. On fees, IQM is cheaper at 0.50% per year. On volatility, DOGG has been the lower-risk option at 4.29%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, IQM has performed better with a 32.01% return vs 12.53%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IQM is cheaper with a 0.50% expense ratio, compared with 0.75% for DOGG.

DOGG has the higher dividend yield at 8.56%, compared with 0.00% for IQM.

IQM is categorized as Technology Equities, while DOGG is Derivative Income. They also come from different issuers: Franklin Templeton and FT Vest. Their fees differ too: 0.50% for IQM and 0.75% for DOGG.

DOGG currently has the higher Sharpe Ratio (2.00 vs 1.02), 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 IQM and DOGG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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