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

Key characteristics


SDOGVIG
YTD Return3.27%4.28%
1Y Return11.49%17.23%
3Y Return (Ann)3.02%6.70%
5Y Return (Ann)7.63%11.39%
10Y Return (Ann)7.91%11.11%
Sharpe Ratio0.721.66
Daily Std Dev13.61%9.83%
Max Drawdown-43.56%-46.81%
Current Drawdown-2.91%-3.30%

Correlation

-0.50.00.51.00.8

The correlation between SDOG and VIG is 0.81, 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.

Performance

SDOG vs. VIG - Performance Comparison

In the year-to-date period, SDOG achieves a 3.27% return, which is significantly lower than VIG's 4.28% return. Over the past 10 years, SDOG has underperformed VIG with an annualized return of 7.91%, while VIG has yielded a comparatively higher 11.11% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


180.00%200.00%220.00%240.00%260.00%280.00%300.00%December2024FebruaryMarchAprilMay
221.34%
295.96%
SDOG
VIG

Compare stocks, funds, or ETFs

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


ALPS Sector Dividend Dogs ETF

Vanguard Dividend Appreciation ETF

SDOG vs. VIG - Expense Ratio Comparison

SDOG has a 0.40% expense ratio, which is higher than VIG's 0.06% 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 VIG: current value at 0.06% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.06%

Risk-Adjusted Performance

SDOG vs. VIG - Risk-Adjusted Performance Comparison

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


SDOG
Sharpe ratio
The chart of Sharpe ratio for SDOG, currently valued at 0.72, compared to the broader market0.002.004.000.72
Sortino ratio
The chart of Sortino ratio for SDOG, currently valued at 1.14, compared to the broader market-2.000.002.004.006.008.001.14
Omega ratio
The chart of Omega ratio for SDOG, currently valued at 1.13, compared to the broader market0.501.001.502.002.501.13
Calmar ratio
The chart of Calmar ratio for SDOG, currently valued at 0.53, compared to the broader market0.002.004.006.008.0010.0012.0014.000.53
Martin ratio
The chart of Martin ratio for SDOG, currently valued at 2.03, compared to the broader market0.0020.0040.0060.0080.002.03
VIG
Sharpe ratio
The chart of Sharpe ratio for VIG, currently valued at 1.66, compared to the broader market0.002.004.001.66
Sortino ratio
The chart of Sortino ratio for VIG, currently valued at 2.43, compared to the broader market-2.000.002.004.006.008.002.43
Omega ratio
The chart of Omega ratio for VIG, currently valued at 1.29, compared to the broader market0.501.001.502.002.501.29
Calmar ratio
The chart of Calmar ratio for VIG, currently valued at 1.68, compared to the broader market0.002.004.006.008.0010.0012.0014.001.68
Martin ratio
The chart of Martin ratio for VIG, currently valued at 5.32, compared to the broader market0.0020.0040.0060.0080.005.32

SDOG vs. VIG - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 0.72, which is lower than the VIG Sharpe Ratio of 1.66. The chart below compares the 12-month rolling Sharpe Ratio of SDOG and VIG.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00December2024FebruaryMarchAprilMay
0.72
1.66
SDOG
VIG

Dividends

SDOG vs. VIG - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 4.23%, more than VIG's 1.82% yield.


TTM20232022202120202019201820172016201520142013
SDOG
ALPS Sector Dividend Dogs ETF
4.23%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%3.37%3.45%
VIG
Vanguard Dividend Appreciation ETF
1.82%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%1.95%1.84%

Drawdowns

SDOG vs. VIG - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for SDOG and VIG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-2.91%
-3.30%
SDOG
VIG

Volatility

SDOG vs. VIG - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) has a higher volatility of 3.66% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.98%. This indicates that SDOG's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%December2024FebruaryMarchAprilMay
3.66%
2.98%
SDOG
VIG