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

Correlation

The correlation between SDOG and VDIGX is 0.80, 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.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.63%
4.02%
SDOG
VDIGX

Key characteristics

Sharpe Ratio

SDOG:

1.33

VDIGX:

1.25

Sortino Ratio

SDOG:

1.92

VDIGX:

1.72

Omega Ratio

SDOG:

1.23

VDIGX:

1.22

Calmar Ratio

SDOG:

1.97

VDIGX:

1.89

Martin Ratio

SDOG:

7.30

VDIGX:

5.62

Ulcer Index

SDOG:

2.18%

VDIGX:

1.94%

Daily Std Dev

SDOG:

12.04%

VDIGX:

8.76%

Max Drawdown

SDOG:

-43.56%

VDIGX:

-45.23%

Current Drawdown

SDOG:

-6.57%

VDIGX:

-4.95%

Returns By Period

In the year-to-date period, SDOG achieves a 15.02% return, which is significantly higher than VDIGX's 9.84% return. Over the past 10 years, SDOG has underperformed VDIGX with an annualized return of 7.93%, while VDIGX has yielded a comparatively higher 10.44% annualized return.


SDOG

YTD

15.02%

1M

-5.88%

6M

7.37%

1Y

15.56%

5Y*

8.29%

10Y*

7.93%

VDIGX

YTD

9.84%

1M

-2.38%

6M

3.33%

1Y

10.81%

5Y*

9.64%

10Y*

10.44%

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 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 1.33, compared to the broader market0.002.004.001.331.25
The chart of Sortino ratio for SDOG, currently valued at 1.92, compared to the broader market-2.000.002.004.006.008.0010.001.921.72
The chart of Omega ratio for SDOG, currently valued at 1.23, compared to the broader market0.501.001.502.002.503.001.231.22
The chart of Calmar ratio for SDOG, currently valued at 1.97, compared to the broader market0.005.0010.0015.001.971.89
The chart of Martin ratio for SDOG, currently valued at 7.30, compared to the broader market0.0020.0040.0060.0080.00100.007.305.62
SDOG
VDIGX

The current SDOG Sharpe Ratio is 1.33, which is comparable to the VDIGX Sharpe Ratio of 1.25. 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.33
1.25
SDOG
VDIGX

Dividends

SDOG vs. VDIGX - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.85%, more than VDIGX's 1.68% yield.


TTM20232022202120202019201820172016201520142013
SDOG
ALPS Sector Dividend Dogs ETF
3.85%4.30%3.86%3.62%3.62%3.37%4.03%3.27%3.32%3.61%3.36%3.45%
VDIGX
Vanguard Dividend Growth Fund
1.68%1.69%1.67%1.46%1.62%1.72%2.15%1.92%1.92%1.93%1.91%1.80%

Drawdowns

SDOG vs. VDIGX - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, roughly equal to the maximum VDIGX drawdown of -45.23%. Use the drawdown chart below to compare losses from any high point for SDOG and VDIGX. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.57%
-4.95%
SDOG
VDIGX

Volatility

SDOG vs. VDIGX - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) has a higher volatility of 3.87% compared to Vanguard Dividend Growth Fund (VDIGX) at 2.71%. This indicates that SDOG's price experiences larger fluctuations and is considered to be riskier than VDIGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%JulyAugustSeptemberOctoberNovemberDecember
3.87%
2.71%
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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