RDOG vs. JEPQ
Compare and contrast key facts about ALPS REIT Dividend Dogs ETF (RDOG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ).
RDOG and JEPQ are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. RDOG is a passively managed fund by SS&C that tracks the performance of the S-Network REIT Dividend Dogs Index. It was launched on May 7, 2008. JEPQ is an actively managed fund by JPMorgan Chase. It was launched on May 3, 2022.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RDOG or JEPQ.
Key characteristics
| RDOG | JEPQ | |
|---|---|---|
| YTD Return | 11.44% | 23.15% |
| 1Y Return | 33.17% | 30.52% |
| Sharpe Ratio | 1.55 | 2.44 |
| Sortino Ratio | 2.28 | 3.18 |
| Omega Ratio | 1.28 | 1.50 |
| Calmar Ratio | 0.96 | 2.79 |
| Martin Ratio | 5.78 | 12.07 |
| Ulcer Index | 5.28% | 2.48% |
| Daily Std Dev | 19.68% | 12.27% |
| Max Drawdown | -69.88% | -16.82% |
| Current Drawdown | -9.07% | 0.00% |
Correlation
The correlation between RDOG and JEPQ is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
RDOG vs. JEPQ - Performance Comparison
In the year-to-date period, RDOG achieves a 11.44% return, which is significantly lower than JEPQ's 23.15% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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RDOG vs. JEPQ - Expense Ratio Comparison
Both RDOG and JEPQ have an expense ratio of 0.35%.
Risk-Adjusted Performance
RDOG vs. JEPQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ALPS REIT Dividend Dogs ETF (RDOG) and JPMorgan Nasdaq Equity Premium Income ETF (JEPQ). 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.
Dividends
RDOG vs. JEPQ - Dividend Comparison
RDOG's dividend yield for the trailing twelve months is around 5.90%, less than JEPQ's 9.36% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDOG ALPS REIT Dividend Dogs ETF | 5.90% | 7.07% | 5.25% | 2.98% | 5.11% | 3.10% | 3.13% | 3.64% | 3.66% | 3.43% | 2.90% | 1.03% |
JEPQ JPMorgan Nasdaq Equity Premium Income ETF | 9.36% | 10.02% | 9.44% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
RDOG vs. JEPQ - Drawdown Comparison
The maximum RDOG drawdown since its inception was -69.88%, which is greater than JEPQ's maximum drawdown of -16.82%. Use the drawdown chart below to compare losses from any high point for RDOG and JEPQ. For additional features, visit the drawdowns tool.
Volatility
RDOG vs. JEPQ - Volatility Comparison
ALPS REIT Dividend Dogs ETF (RDOG) has a higher volatility of 4.85% compared to JPMorgan Nasdaq Equity Premium Income ETF (JEPQ) at 3.39%. This indicates that RDOG's price experiences larger fluctuations and is considered to be riskier than JEPQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.