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OSEA vs. IDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

OSEA vs. IDOG - Performance Comparison

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

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OSEA vs. IDOG - Yearly Performance Comparison


2026 (YTD)2025202420232022
OSEA
Harbor International Compounders ETF
-4.30%18.49%-0.73%20.88%9.77%
IDOG
ALPS International Sector Dividend Dogs ETF
8.50%39.94%1.35%23.57%9.25%

Returns By Period

In the year-to-date period, OSEA achieves a -4.30% return, which is significantly lower than IDOG's 8.50% return.


OSEA

1D
3.06%
1M
-7.46%
YTD
-4.30%
6M
-0.87%
1Y
10.47%
3Y*
6.92%
5Y*
10Y*

IDOG

1D
2.48%
1M
-2.23%
YTD
8.50%
6M
18.68%
1Y
37.17%
3Y*
19.99%
5Y*
13.61%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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OSEA vs. IDOG - Expense Ratio Comparison

OSEA has a 0.55% expense ratio, which is higher than IDOG's 0.50% expense ratio.


Return for Risk

OSEA vs. IDOG — Risk / Return Rank

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

OSEA
OSEA Risk / Return Rank: 3434
Overall Rank
OSEA Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
OSEA Sortino Ratio Rank: 3535
Sortino Ratio Rank
OSEA Omega Ratio Rank: 3131
Omega Ratio Rank
OSEA Calmar Ratio Rank: 3636
Calmar Ratio Rank
OSEA Martin Ratio Rank: 3737
Martin Ratio Rank

IDOG
IDOG Risk / Return Rank: 9494
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
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.

OSEA vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Harbor International Compounders ETF (OSEA) 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.


OSEAIDOGDifference

Sharpe ratio

Return per unit of total volatility

0.61

2.27

-1.66

Sortino ratio

Return per unit of downside risk

0.99

3.08

-2.09

Omega ratio

Gain probability vs. loss probability

1.13

1.43

-0.30

Calmar ratio

Return relative to maximum drawdown

0.89

3.23

-2.34

Martin ratio

Return relative to average drawdown

3.33

16.27

-12.94

OSEA vs. IDOG - Sharpe Ratio Comparison

The current OSEA Sharpe Ratio is 0.61, which is lower than the IDOG Sharpe Ratio of 2.27. The chart below compares the historical Sharpe Ratios of OSEA and IDOG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


OSEAIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.61

2.27

-1.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

0.73

0.50

+0.23

Correlation

The correlation between OSEA and IDOG is 0.73, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

OSEA vs. IDOG - Dividend Comparison

OSEA's dividend yield for the trailing twelve months is around 1.30%, less than IDOG's 3.59% yield.


TTM20252024202320222021202020192018201720162015
OSEA
Harbor International Compounders ETF
1.30%1.24%0.51%0.65%0.11%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDOG
ALPS International Sector Dividend Dogs ETF
3.59%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Drawdowns

OSEA vs. IDOG - Drawdown Comparison

The maximum OSEA drawdown since its inception was -18.14%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for OSEA and IDOG.


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Drawdown Indicators


OSEAIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-18.14%

-37.32%

+19.18%

Max Drawdown (1Y)

Largest decline over 1 year

-11.08%

-11.18%

+0.10%

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

-7.86%

-2.23%

-5.63%

Average Drawdown

Average peak-to-trough decline

-3.84%

-8.03%

+4.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.96%

2.22%

+0.74%

Volatility

OSEA vs. IDOG - Volatility Comparison

Harbor International Compounders ETF (OSEA) has a higher volatility of 7.06% compared to ALPS International Sector Dividend Dogs ETF (IDOG) at 6.29%. This indicates that OSEA'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


OSEAIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.06%

6.29%

+0.77%

Volatility (6M)

Calculated over the trailing 6-month period

10.80%

9.76%

+1.04%

Volatility (1Y)

Calculated over the trailing 1-year period

17.17%

16.45%

+0.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.51%

15.57%

+0.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.51%

17.48%

-0.97%