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SDOG vs. BGIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

SDOG vs. BGIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and Bahl & Gaynor Income Growth ETF (BGIG). 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 14.96% return, which is significantly higher than BGIG's 10.12% return.


SDOG

1D
0.47%
1M
1.24%
YTD
14.96%
6M
14.84%
1Y
24.50%
3Y*
16.57%
5Y*
9.50%
10Y*
9.96%

BGIG

1D
-0.25%
1M
-0.02%
YTD
10.12%
6M
9.82%
1Y
19.97%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDOG vs. BGIG - Yearly Performance Comparison


2026 (YTD)202520242023
SDOG
ALPS Sector Dividend Dogs ETF
14.96%11.12%14.70%5.27%
BGIG
Bahl & Gaynor Income Growth ETF
10.12%12.49%16.84%3.57%

Correlation

The correlation between SDOG and BGIG is 0.74, 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

0.74

Correlation (All Time)
Calculated using the full available price history since Sep 15, 2023

0.76

The correlation between SDOG and BGIG has been stable across timeframes, ranging from 0.74 to 0.76 - a consistent structural relationship.

SDOG vs. BGIG - Sectors Allocation Comparison


Sectors
SDOG
BGIG

Consumer Cyclical

16.3%
4.8%

Technology

16.2%
25.7%

Financial Services

10.6%
14.4%

Healthcare

9.8%
15.2%

Consumer Defensive

9.5%
6.8%

Utilities

9.2%
7.2%

Energy

9.1%
10.2%

Communication Services

8.4%
0.8%

Industrials

7.5%
10.3%

Basic Materials

3.5%
0.6%

Real Estate

-

3.8%

Consumer Cyclical

SDOG
16.3%
BGIG
4.8%

Technology

SDOG
16.2%
BGIG
25.7%

Financial Services

SDOG
10.6%
BGIG
14.4%

Healthcare

SDOG
9.8%
BGIG
15.2%

Consumer Defensive

SDOG
9.5%
BGIG
6.8%

Utilities

SDOG
9.2%
BGIG
7.2%

Energy

SDOG
9.1%
BGIG
10.2%

Communication Services

SDOG
8.4%
BGIG
0.8%

Industrials

SDOG
7.5%
BGIG
10.3%

Basic Materials

SDOG
3.5%
BGIG
0.6%

Real Estate

SDOG

-

BGIG
3.8%

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Return for Risk

SDOG vs. BGIG — Risk / Return Rank

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

SDOG
SDOG Risk / Return Rank: 7272
Overall Rank
SDOG Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 7575
Sortino Ratio Rank
SDOG Omega Ratio Rank: 6565
Omega Ratio Rank
SDOG Calmar Ratio Rank: 8080
Calmar Ratio Rank
SDOG Martin Ratio Rank: 7171
Martin Ratio Rank

BGIG
BGIG Risk / Return Rank: 7676
Overall Rank
BGIG Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
BGIG Sortino Ratio Rank: 7979
Sortino Ratio Rank
BGIG Omega Ratio Rank: 7373
Omega Ratio Rank
BGIG Calmar Ratio Rank: 7474
Calmar Ratio Rank
BGIG Martin Ratio Rank: 7676
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. BGIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and Bahl & Gaynor Income Growth ETF (BGIG). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SDOGBGIGDifference
Sharpe ratioReturn per unit of total volatility

-0.10

Sortino ratioReturn per unit of downside risk

0.00

Omega ratioGain probability vs. loss probability

1.37

1.40

-0.03

Calmar ratioReturn relative to maximum drawdown

3.95

3.45

+0.49

Martin ratioReturn relative to average drawdown

12.53

13.32

-0.79

SDOG vs. BGIG - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 2.12, which is comparable to the BGIG Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of SDOG and BGIG, 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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Drawdowns

SDOG vs. BGIG - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, which is greater than BGIG's maximum drawdown of -13.24%. Use the drawdown chart below to compare losses from any high point for SDOG and BGIG.


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Drawdown Indicators


SDOGBGIGDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-13.24%

-30.32%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-5.81%

-0.43%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

Current Drawdown

Current decline from peak

-1.85%

-0.65%

-1.20%

Average Drawdown

Average peak-to-trough decline

-4.90%

-1.75%

-3.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.96%

1.50%

+0.46%

Volatility

SDOG vs. BGIG - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) has a higher volatility of 3.71% compared to Bahl & Gaynor Income Growth ETF (BGIG) at 2.46%. This indicates that SDOG's price experiences larger fluctuations and is considered to be riskier than BGIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SDOGBGIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.71%

2.46%

+1.25%

Volatility (6M)

Calculated over the trailing 6-month period

8.18%

6.74%

+1.44%

Volatility (1Y)

Calculated over the trailing 1-year period

11.60%

9.05%

+2.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.37%

11.90%

+3.47%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.02%

11.90%

+7.12%

SDOG vs. BGIG - Expense Ratio Comparison

SDOG has a 0.36% expense ratio, which is lower than BGIG's 0.45% expense ratio.


Dividends

SDOG vs. BGIG - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.49%, more than BGIG's 1.74% yield.


PositionTTM20252024202320222021202020192018201720162015
BGIG
Bahl & Gaynor Income Growth ETF
1.74%1.89%2.02%0.78%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
SDOG
ALPS Sector Dividend Dogs ETF
3.49%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 BGIG have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDOG has higher volatility (3.71%) compared to BGIG (2.46%). In terms of maximum drawdown, SDOG dropped -43.56% vs BGIG's -13.24%.

On 1-year performance, SDOG leads with 24.50% vs 19.97% for BGIG. On fees, SDOG is cheaper at 0.36% per year. On volatility, BGIG has been the lower-risk option at 2.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, SDOG has performed better with a 24.50% return vs 19.97%. 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 0.45% for BGIG.

SDOG has the higher dividend yield at 3.49%, compared with 1.74% for BGIG.

They also come from different issuers: SS&C and Bahl & Gaynor. Their fees differ too: 0.36% for SDOG and 0.45% for BGIG.

BGIG currently has the higher Sharpe Ratio (2.22 vs 2.12), 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.

Portfolio Optimizer

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