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JDVL vs. SDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JDVL vs. SDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value Select ETF (JDVL) and ALPS Sector Dividend Dogs ETF (SDOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JDVL achieves a 19.35% return, which is significantly lower than SDOG's 21.12% return.


JDVL

1D
0.31%
1M
1.50%
6M
12.32%
YTD
19.35%
1Y
31.33%
3Y*
5Y*
10Y*
ALL TIME*

SDOG

1D
-0.94%
1M
3.78%
6M
10.94%
YTD
21.12%
1Y
30.19%
3Y*
16.93%
5Y*
10.90%
10Y*
9.72%
ALL TIME*
11.79%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$2.18M$3.04M$2.37M
$3.61M$3.57M$3.76M

JDVL vs. SDOG - Yearly Performance Comparison


Correlation

The correlation between JDVL and SDOG is 0.50, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.50

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Return for Risk

JDVL vs. SDOG — Risk / Return Rank

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

JDVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


SDOG
SDOG Risk / Return Rank: 9292
Overall Rank
SDOG Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 9494
Sortino Ratio Rank
SDOG Omega Ratio Rank: 9090
Omega Ratio Rank
SDOG Calmar Ratio Rank: 9393
Calmar Ratio Rank
SDOG Martin Ratio Rank: 9191
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.

JDVL vs. SDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value Select ETF (JDVL) and ALPS Sector Dividend Dogs ETF (SDOG). 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.


JDVLSDOGDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.46

Calmar ratioReturn relative to maximum drawdown

4.86

Martin ratioReturn relative to average drawdown

16.67

JDVL vs. SDOG - Sharpe Ratio Comparison


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Drawdowns

JDVL vs. SDOG - Drawdown Comparison

The maximum JDVL drawdown since its inception was -9.17%, smaller than the maximum SDOG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for JDVL and SDOG.


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Drawdown Indicators


JDVLSDOGDifference

Max Drawdown

Largest peak-to-trough decline

-9.17%

-43.56%

+34.39%

Max Drawdown (1Y)

Largest decline over 1 year

-9.17%

-6.24%

-2.93%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

Current Drawdown

Current decline from peak

0.00%

-1.85%

+1.85%

Average Drawdown

Average peak-to-trough decline

-1.23%

-4.87%

+3.64%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.82%

Volatility

JDVL vs. SDOG - Volatility Comparison


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Volatility by Period


JDVLSDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.98%

Volatility (6M)

Calculated over the trailing 6-month period

8.45%

Volatility (1Y)

Calculated over the trailing 1-year period

14.11%

11.59%

+2.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.11%

15.33%

-1.22%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.11%

18.98%

-4.87%

JDVL vs. SDOG - Expense Ratio Comparison

JDVL has a 0.56% expense ratio, which is higher than SDOG's 0.36% expense ratio.


Dividends

JDVL vs. SDOG - Dividend Comparison

JDVL's dividend yield for the trailing twelve months is around 1.43%, less than SDOG's 3.31% yield.


PositionTTM20252024202320222021202020192018201720162015
JDVL
John Hancock Disciplined Value Select ETF
1.43%1.71%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDOG
ALPS Sector Dividend Dogs ETF
3.31%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%

Frequently Asked Questions


JDVL and SDOG have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On 1-year performance, JDVL leads with 31.33% vs 30.19% for SDOG. On fees, SDOG is cheaper at 0.36% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JDVL has performed better with a 31.33% return vs 30.19%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

SDOG is cheaper with a 0.36% expense ratio, compared with 0.56% for JDVL.

SDOG has the higher dividend yield at 3.31%, compared with 1.43% for JDVL.

They also come from different issuers: John Hancock and SS&C. Their fees differ too: 0.56% for JDVL and 0.36% for SDOG.

Portfolio Optimizer

Find the right allocation for JDVL and SDOG

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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