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SDOG vs. BFOR
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDOG vs. BFOR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and ALPS Barron's 400 ETF (BFOR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, SDOG achieves a 14.21% return, which is significantly higher than BFOR's 10.43% return. Over the past 10 years, SDOG has underperformed BFOR with an annualized return of 9.59%, while BFOR has yielded a comparatively higher 12.42% annualized return.


SDOG

1D
-0.91%
1M
3.56%
YTD
14.21%
6M
15.85%
1Y
24.70%
3Y*
16.65%
5Y*
8.48%
10Y*
9.59%

BFOR

1D
0.42%
1M
2.06%
YTD
10.43%
6M
12.30%
1Y
23.81%
3Y*
19.54%
5Y*
10.24%
10Y*
12.42%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDOG vs. BFOR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SDOG
ALPS Sector Dividend Dogs ETF
14.21%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%
BFOR
ALPS Barron's 400 ETF
10.43%13.85%17.81%18.19%-15.92%30.71%17.60%21.30%-13.86%19.37%

Correlation

The correlation between SDOG and BFOR is 0.63, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.72

Correlation (5Y)
Calculated over the trailing 5-year period

0.78

Correlation (10Y)
Calculated over the trailing 10-year period

0.79

Correlation (All Time)
Calculated using the full available price history since Jun 5, 2013

0.80

The correlation between SDOG and BFOR shifts across timeframes, from 0.63 (1 year) to 0.80 (all time), reflecting how their relationship changes across market environments.

SDOG vs. BFOR - Sectors Allocation Comparison


Sectors
SDOG
BFOR

Consumer Cyclical

15.0%
11.1%

Technology

14.1%
18.8%

Financial Services

11.0%
21.3%

Energy

9.9%
7.8%

Consumer Defensive

9.8%
4.2%

Healthcare

9.7%
12.0%

Utilities

9.4%
1.9%

Communication Services

9.0%
3.6%

Industrials

8.0%
16.7%

Basic Materials

4.1%
2.8%

Real Estate

-

-

Consumer Cyclical

SDOG
15.0%
BFOR
11.1%

Technology

SDOG
14.1%
BFOR
18.8%

Financial Services

SDOG
11.0%
BFOR
21.3%

Energy

SDOG
9.9%
BFOR
7.8%

Consumer Defensive

SDOG
9.8%
BFOR
4.2%

Healthcare

SDOG
9.7%
BFOR
12.0%

Utilities

SDOG
9.4%
BFOR
1.9%

Communication Services

SDOG
9.0%
BFOR
3.6%

Industrials

SDOG
8.0%
BFOR
16.7%

Basic Materials

SDOG
4.1%
BFOR
2.8%

Real Estate

SDOG

-

BFOR

-

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Return for Risk

SDOG vs. BFOR — Risk / Return Rank

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

SDOG
SDOG Risk / Return Rank: 6868
Overall Rank
SDOG Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 7171
Sortino Ratio Rank
SDOG Omega Ratio Rank: 6161
Omega Ratio Rank
SDOG Calmar Ratio Rank: 7777
Calmar Ratio Rank
SDOG Martin Ratio Rank: 6969
Martin Ratio Rank

BFOR
BFOR Risk / Return Rank: 4949
Overall Rank
BFOR Sharpe Ratio Rank: 4646
Sharpe Ratio Rank
BFOR Sortino Ratio Rank: 4848
Sortino Ratio Rank
BFOR Omega Ratio Rank: 4444
Omega Ratio Rank
BFOR Calmar Ratio Rank: 5252
Calmar Ratio Rank
BFOR Martin Ratio Rank: 5555
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.

SDOG vs. BFOR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and ALPS Barron's 400 ETF (BFOR). 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.


SDOGBFORDifference

Sharpe ratio

Return per unit of total volatility

2.17

1.62

+0.56

Sortino ratio

Return per unit of downside risk

3.26

2.39

+0.87

Omega ratio

Gain probability vs. loss probability

1.38

1.28

+0.09

Calmar ratio

Return relative to maximum drawdown

3.98

2.63

+1.35

Martin ratio

Return relative to average drawdown

12.78

9.66

+3.12

SDOG vs. BFOR - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 2.17, which is higher than the BFOR Sharpe Ratio of 1.62. The chart below compares the historical Sharpe Ratios of SDOG and BFOR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


SDOGBFORDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.17

1.62

+0.56

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.55

0.53

+0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.50

0.61

-0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.65

0.59

+0.06

Drawdowns

SDOG vs. BFOR - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, which is greater than BFOR's maximum drawdown of -41.27%. Use the drawdown chart below to compare losses from any high point for SDOG and BFOR.


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Drawdown Indicators


SDOGBFORDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-41.27%

-2.29%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-8.98%

+2.74%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-21.91%

+5.91%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

-25.93%

+6.09%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

-41.27%

-2.29%

Current Drawdown

Current decline from peak

-0.91%

0.00%

-0.91%

Average Drawdown

Average peak-to-trough decline

-4.92%

-6.43%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

2.45%

-0.51%

Volatility

SDOG vs. BFOR - Volatility Comparison

The current volatility for ALPS Sector Dividend Dogs ETF (SDOG) is 3.02%, while ALPS Barron's 400 ETF (BFOR) has a volatility of 3.56%. This indicates that SDOG experiences smaller price fluctuations and is considered to be less risky than BFOR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDOGBFORDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.02%

3.56%

-0.54%

Volatility (6M)

Calculated over the trailing 6-month period

7.93%

10.63%

-2.70%

Volatility (1Y)

Calculated over the trailing 1-year period

11.42%

14.79%

-3.37%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.42%

19.41%

-3.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

20.42%

-1.36%

SDOG vs. BFOR - Expense Ratio Comparison

SDOG has a 0.36% expense ratio, which is lower than BFOR's 0.65% expense ratio.


Dividends

SDOG vs. BFOR - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.35%, more than BFOR's 0.54% yield.


PositionTTM20252024202320222021202020192018201720162015
BFOR
ALPS Barron's 400 ETF
0.54%0.60%0.69%1.26%1.68%0.92%0.98%0.69%0.94%0.60%0.78%0.86%
SDOG
ALPS Sector Dividend Dogs ETF
3.35%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


SDOG and BFOR have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BFOR has higher volatility (3.56%) compared to SDOG (3.02%). In terms of maximum drawdown, SDOG dropped -43.56% vs BFOR's -41.27%.

On 10-year performance, BFOR leads with 12.42% vs 9.59% for SDOG. On fees, SDOG is cheaper at 0.36% per year. On volatility, SDOG has been the lower-risk option at 3.02%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, BFOR has performed better with a 12.42% return vs 9.59%. 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 0.65% for BFOR.

SDOG has the higher dividend yield at 3.35%, compared with 0.54% for BFOR.

SDOG is categorized as Large Cap Value Equities, while BFOR is Mid Cap Blend Equities. SDOG tracks S-Network Sector Dividend Dogs Index, while BFOR tracks Barron's 400 Index. Their fees differ too: 0.36% for SDOG and 0.65% for BFOR.

SDOG currently has the higher Sharpe Ratio (2.17 vs 1.62), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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