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SDOG vs. VDIGX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SDOG and VDIGX is 0.79, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


-0.50.00.51.00.8

Performance

SDOG vs. VDIGX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and Vanguard Dividend Growth Fund (VDIGX). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.13%
-7.50%
SDOG
VDIGX

Key characteristics

Sharpe Ratio

SDOG:

1.76

VDIGX:

-0.16

Sortino Ratio

SDOG:

2.47

VDIGX:

-0.10

Omega Ratio

SDOG:

1.31

VDIGX:

0.98

Calmar Ratio

SDOG:

2.54

VDIGX:

-0.13

Martin Ratio

SDOG:

7.17

VDIGX:

-0.40

Ulcer Index

SDOG:

2.87%

VDIGX:

5.09%

Daily Std Dev

SDOG:

11.72%

VDIGX:

13.06%

Max Drawdown

SDOG:

-43.56%

VDIGX:

-46.89%

Current Drawdown

SDOG:

-2.40%

VDIGX:

-11.40%

Returns By Period

In the year-to-date period, SDOG achieves a 4.74% return, which is significantly higher than VDIGX's 2.40% return. Over the past 10 years, SDOG has outperformed VDIGX with an annualized return of 8.34%, while VDIGX has yielded a comparatively lower 6.52% annualized return.


SDOG

YTD

4.74%

1M

2.40%

6M

5.92%

1Y

20.62%

5Y*

9.50%

10Y*

8.34%

VDIGX

YTD

2.40%

1M

2.04%

6M

-7.64%

1Y

-1.91%

5Y*

5.01%

10Y*

6.52%

*Annualized

Compare stocks, funds, or ETFs

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


SDOG vs. VDIGX - Expense Ratio Comparison

SDOG has a 0.40% expense ratio, which is higher than VDIGX's 0.27% expense ratio.


SDOG
ALPS Sector Dividend Dogs ETF
Expense ratio chart for SDOG: current value at 0.40% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.40%
Expense ratio chart for VDIGX: current value at 0.27% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.27%

Risk-Adjusted Performance

SDOG vs. VDIGX — Risk-Adjusted Performance Rank

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

SDOG
The Risk-Adjusted Performance Rank of SDOG is 7070
Overall Rank
The Sharpe Ratio Rank of SDOG is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of SDOG is 7272
Sortino Ratio Rank
The Omega Ratio Rank of SDOG is 6969
Omega Ratio Rank
The Calmar Ratio Rank of SDOG is 7474
Calmar Ratio Rank
The Martin Ratio Rank of SDOG is 6262
Martin Ratio Rank

VDIGX
The Risk-Adjusted Performance Rank of VDIGX is 44
Overall Rank
The Sharpe Ratio Rank of VDIGX is 44
Sharpe Ratio Rank
The Sortino Ratio Rank of VDIGX is 44
Sortino Ratio Rank
The Omega Ratio Rank of VDIGX is 44
Omega Ratio Rank
The Calmar Ratio Rank of VDIGX is 33
Calmar Ratio Rank
The Martin Ratio Rank of VDIGX is 44
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

SDOG vs. VDIGX - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ALPS Sector Dividend Dogs ETF (SDOG) and Vanguard Dividend Growth Fund (VDIGX). 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.


Sharpe ratio
The chart of Sharpe ratio for SDOG, currently valued at 1.76, compared to the broader market0.002.004.001.76-0.16
The chart of Sortino ratio for SDOG, currently valued at 2.47, compared to the broader market-2.000.002.004.006.008.0010.0012.002.47-0.10
The chart of Omega ratio for SDOG, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.310.98
The chart of Calmar ratio for SDOG, currently valued at 2.54, compared to the broader market0.005.0010.0015.002.54-0.13
The chart of Martin ratio for SDOG, currently valued at 7.17, compared to the broader market0.0020.0040.0060.0080.00100.007.17-0.40
SDOG
VDIGX

The current SDOG Sharpe Ratio is 1.76, which is higher than the VDIGX Sharpe Ratio of -0.16. The chart below compares the historical Sharpe Ratios of SDOG and VDIGX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00SeptemberOctoberNovemberDecember2025February
1.76
-0.16
SDOG
VDIGX

Dividends

SDOG vs. VDIGX - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.69%, more than VDIGX's 1.83% yield.


TTM20242023202220212020201920182017201620152014
SDOG
ALPS Sector Dividend Dogs ETF
3.69%3.86%4.30%3.86%3.62%3.62%3.37%4.03%3.27%3.32%3.61%3.36%
VDIGX
Vanguard Dividend Growth Fund
1.83%1.87%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%

Drawdowns

SDOG vs. VDIGX - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum VDIGX drawdown of -46.89%. Use the drawdown chart below to compare losses from any high point for SDOG and VDIGX. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.40%
-11.40%
SDOG
VDIGX

Volatility

SDOG vs. VDIGX - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) and Vanguard Dividend Growth Fund (VDIGX) have volatilities of 3.09% and 3.21%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
3.09%
3.21%
SDOG
VDIGX
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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