REVS vs. DOGG

Last updated Apr 1, 2026

Compare and contrast key facts about Columbia Research Enhanced Value ETF (REVS) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG).

REVS and DOGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REVS is a passively managed fund by Ameriprise Financial that tracks the performance of the Beta Advantage Research Enhanced U.S. Value Index. It was launched on Sep 25, 2019. DOGG is an actively managed fund by FT Vest. It was launched on Apr 26, 2023.

Performance

REVS vs. DOGG - Performance Comparison

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

REVS vs. DOGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
REVS Columbia Research Enhanced Value ETF	1.19%	16.80%	16.36%	10.35%
DOGG FT Vest DJIA Dogs 10 Target Income ETF	6.85%	19.43%	-2.58%	12.69%

Returns By Period

In the year-to-date period, REVS achieves a 1.19% return, which is significantly lower than DOGG's 6.85% return.

REVS

• 1D: 2.10%
• 1M: -4.15%
• YTD: 1.19%
• 6M: 4.56%
• 1Y: 15.82%
• 3Y*: 15.44%
• 5Y*: 10.57%
• 10Y*: —

DOGG

• 1D: 0.51%
• 1M: -6.08%
• YTD: 6.85%
• 6M: 13.65%
• 1Y: 14.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

REVS vs. DOGG - Expense Ratio Comparison

REVS has a 0.19% expense ratio, which is lower than DOGG's 0.75% expense ratio.

DOGG

FT Vest DJIA Dogs 10 Target Income ETF

REVS

Columbia Research Enhanced Value ETF

Return for Risk

REVS vs. DOGG — Risk / Return Rank

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

REVS

REVS Risk / Return Rank: 56
REVS Sharpe Ratio Rank: 55
REVS Sortino Ratio Rank: 55
REVS Omega Ratio Rank: 54
REVS Calmar Ratio Rank: 56
REVS Martin Ratio Rank: 63

DOGG

DOGG Risk / Return Rank: 60
DOGG Sharpe Ratio Rank: 63
DOGG Sortino Ratio Rank: 61
DOGG Omega Ratio Rank: 57
DOGG Calmar Ratio Rank: 65
DOGG Martin Ratio Rank: 53

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.

REVS vs. DOGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Columbia Research Enhanced Value ETF (REVS) 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.

	REVS	DOGG	Difference
Sharpe ratio Return per unit of total volatility	0.98	1.11	-0.13
Sortino ratio Return per unit of downside risk	1.43	1.55	-0.12
Omega ratio Gain probability vs. loss probability	1.20	1.21	-0.01
Calmar ratio Return relative to maximum drawdown	1.42	1.62	-0.21
Martin ratio Return relative to average drawdown	6.27	5.13	+1.14
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REVS vs. DOGG - Sharpe Ratio Comparison

The current REVS Sharpe Ratio is 0.98, which is comparable to the DOGG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of REVS and DOGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	REVS	DOGG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.98	1.11	-0.13
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.71	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.60	0.95	-0.34

Correlation

The correlation between REVS and DOGG is 0.66, 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

REVS vs. DOGG - Dividend Comparison

REVS's dividend yield for the trailing twelve months is around 2.10%, less than DOGG's 8.53% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019
REVS Columbia Research Enhanced Value ETF	2.10%	2.13%	1.89%	2.49%	2.46%	1.18%	27.75%	0.70%
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.53%	8.75%	9.92%	5.89%	0.00%	0.00%	0.00%	0.00%

Drawdowns

REVS vs. DOGG - Drawdown Comparison

The maximum REVS drawdown since its inception was -37.85%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for REVS and DOGG.

Drawdown Indicators

	REVS	DOGG	Difference
Max Drawdown Largest peak-to-trough decline	-37.85%	-11.19%	-26.66%
Max Drawdown (1Y) Largest decline over 1 year	-12.35%	-8.51%	-3.84%
Max Drawdown (5Y) Largest decline over 5 years	-18.04%	—	—
Current Drawdown Current decline from peak	-4.98%	-6.08%	+1.10%
Average Drawdown Average peak-to-trough decline	-4.76%	-2.98%	-1.78%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.79%	3.01%	-0.22%

Volatility

REVS vs. DOGG - Volatility Comparison

Columbia Research Enhanced Value ETF (REVS) has a higher volatility of 4.26% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 3.19%. This indicates that REVS'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.

Volatility by Period

	REVS	DOGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.26%	3.19%	+1.07%
Volatility (6M) Calculated over the trailing 6-month period	8.90%	7.72%	+1.18%
Volatility (1Y) Calculated over the trailing 1-year period	16.32%	12.83%	+3.49%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.93%	13.01%	+1.92%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	19.30%	13.01%	+6.29%