PortfoliosLab logoPortfoliosLab logo
RDOG vs. SCHG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

RDOG vs. SCHG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS REIT Dividend Dogs ETF (RDOG) and Schwab U.S. Large-Cap Growth ETF (SCHG). The values are adjusted to include any dividend payments, if applicable.

Loading graphics...

RDOG vs. SCHG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RDOG
ALPS REIT Dividend Dogs ETF
0.59%0.95%4.57%10.38%-25.53%34.42%-10.01%21.54%-5.70%11.84%
SCHG
Schwab U.S. Large-Cap Growth ETF
-9.73%17.50%34.95%50.10%-31.80%28.11%39.14%36.02%-1.36%28.05%

Returns By Period

In the year-to-date period, RDOG achieves a 0.59% return, which is significantly higher than SCHG's -9.73% return. Over the past 10 years, RDOG has underperformed SCHG with an annualized return of 2.90%, while SCHG has yielded a comparatively higher 16.95% annualized return.


RDOG

1D
-0.10%
1M
-7.47%
YTD
0.59%
6M
0.17%
1Y
1.74%
3Y*
6.34%
5Y*
1.15%
10Y*
2.90%

SCHG

1D
0.96%
1M
-4.46%
YTD
-9.73%
6M
-8.15%
1Y
17.00%
3Y*
22.30%
5Y*
12.76%
10Y*
16.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


RDOG vs. SCHG - Expense Ratio Comparison

RDOG has a 0.35% expense ratio, which is higher than SCHG's 0.04% expense ratio.


Return for Risk

RDOG vs. SCHG — Risk / Return Rank

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

RDOG
RDOG Risk / Return Rank: 1414
Overall Rank
RDOG Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
RDOG Sortino Ratio Rank: 1313
Sortino Ratio Rank
RDOG Omega Ratio Rank: 1313
Omega Ratio Rank
RDOG Calmar Ratio Rank: 1414
Calmar Ratio Rank
RDOG Martin Ratio Rank: 1515
Martin Ratio Rank

SCHG
SCHG Risk / Return Rank: 4141
Overall Rank
SCHG Sharpe Ratio Rank: 3939
Sharpe Ratio Rank
SCHG Sortino Ratio Rank: 4343
Sortino Ratio Rank
SCHG Omega Ratio Rank: 4242
Omega Ratio Rank
SCHG Calmar Ratio Rank: 4040
Calmar Ratio Rank
SCHG Martin Ratio Rank: 3939
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.

RDOG vs. SCHG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS REIT Dividend Dogs ETF (RDOG) and Schwab U.S. Large-Cap Growth ETF (SCHG). 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.


RDOGSCHGDifference

Sharpe ratio

Return per unit of total volatility

0.10

0.76

-0.66

Sortino ratio

Return per unit of downside risk

0.26

1.24

-0.98

Omega ratio

Gain probability vs. loss probability

1.03

1.17

-0.14

Calmar ratio

Return relative to maximum drawdown

0.12

1.09

-0.97

Martin ratio

Return relative to average drawdown

0.40

3.71

-3.30

RDOG vs. SCHG - Sharpe Ratio Comparison

The current RDOG Sharpe Ratio is 0.10, which is lower than the SCHG Sharpe Ratio of 0.76. The chart below compares the historical Sharpe Ratios of RDOG and SCHG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading graphics...

Sharpe Ratios by Period


RDOGSCHGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.10

0.76

-0.66

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.57

-0.52

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.13

0.79

-0.66

Sharpe Ratio (All Time)

Calculated using the full available price history

0.14

0.79

-0.65

Correlation

The correlation between RDOG and SCHG is 0.54, 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.


Dividends

RDOG vs. SCHG - Dividend Comparison

RDOG's dividend yield for the trailing twelve months is around 6.94%, more than SCHG's 0.43% yield.


TTM20252024202320222021202020192018201720162015
RDOG
ALPS REIT Dividend Dogs ETF
6.94%6.91%6.11%7.07%5.25%3.11%5.12%3.10%3.13%3.64%3.66%3.43%
SCHG
Schwab U.S. Large-Cap Growth ETF
0.43%0.36%0.39%0.46%0.55%0.42%0.52%0.82%1.27%1.01%1.04%1.22%

Drawdowns

RDOG vs. SCHG - Drawdown Comparison

The maximum RDOG drawdown since its inception was -67.59%, which is greater than SCHG's maximum drawdown of -34.59%. Use the drawdown chart below to compare losses from any high point for RDOG and SCHG.


Loading graphics...

Drawdown Indicators


RDOGSCHGDifference

Max Drawdown

Largest peak-to-trough decline

-67.59%

-34.59%

-33.00%

Max Drawdown (1Y)

Largest decline over 1 year

-13.61%

-16.41%

+2.80%

Max Drawdown (5Y)

Largest decline over 5 years

-35.52%

-34.59%

-0.93%

Max Drawdown (10Y)

Largest decline over 10 years

-49.35%

-34.59%

-14.76%

Current Drawdown

Current decline from peak

-13.38%

-12.51%

-0.87%

Average Drawdown

Average peak-to-trough decline

-12.33%

-5.22%

-7.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.15%

4.84%

-0.69%

Volatility

RDOG vs. SCHG - Volatility Comparison

The current volatility for ALPS REIT Dividend Dogs ETF (RDOG) is 5.46%, while Schwab U.S. Large-Cap Growth ETF (SCHG) has a volatility of 6.77%. This indicates that RDOG experiences smaller price fluctuations and is considered to be less risky than SCHG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


RDOGSCHGDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

6.77%

-1.31%

Volatility (6M)

Calculated over the trailing 6-month period

10.18%

12.54%

-2.36%

Volatility (1Y)

Calculated over the trailing 1-year period

17.71%

22.45%

-4.74%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

19.84%

22.31%

-2.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.02%

21.51%

+1.51%