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SDOG vs. VYM
Performance
Return for Risk
Drawdowns
Volatility
Dividends

SDOG vs. VYM

Last updated Jun 14, 2026

SDOG (ALPS Sector Dividend Dogs ETF) and VYM (Vanguard High Dividend Yield ETF) are both exchange-traded funds - SDOG is a Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index, while VYM is a Dividend fund tracking the FTSE High Dividend Yield Index. Both are passively managed. Over the past 10 years, SDOG returned 9.99%/yr vs 11.95%/yr for VYM. Their correlation of 0.91 suggests significant overlap in exposure. SDOG charges 0.36%/yr vs 0.04%/yr for VYM.

Performance

SDOG vs. VYM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ALPS Sector Dividend Dogs ETF (SDOG) and Vanguard High Dividend Yield ETF (VYM). 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 17.13% return, which is significantly higher than VYM's 12.37% return. Over the past 10 years, SDOG has underperformed VYM with an annualized return of 9.99%, while VYM has yielded a comparatively higher 11.95% annualized return.

SDOG

1D
1.26%
1M
5.43%
YTD
17.13%
6M
16.28%
1Y
27.16%
3Y*
16.38%
5Y*
9.08%
10Y*
9.99%

VYM

1D
0.80%
1M
1.97%
YTD
12.37%
6M
11.19%
1Y
25.94%
3Y*
18.06%
5Y*
11.59%
10Y*
11.95%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SDOG vs. VYM - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
SDOG
ALPS Sector Dividend Dogs ETF		17.13%11.12%14.70%4.19%-0.20%24.59%-0.35%24.02%-11.43%12.65%
VYM
Vanguard High Dividend Yield ETF		12.37%15.42%17.60%6.57%-0.43%26.20%1.15%24.06%-5.92%16.42%

Correlation

The correlation between SDOG and VYM is 0.84, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

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

0.84

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

0.88

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

0.91

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

0.91

Correlation (All Time)
Calculated using the full available price history since Jun 29, 2012

0.91

The correlation between SDOG and VYM has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

SDOG vs. VYM - Sectors Allocation Comparison

Sectors
SDOG
VYM

Consumer Cyclical

16.3%
6.7%

Technology

16.2%
17.7%

Financial Services

10.6%
20.5%

Healthcare

9.8%
12.2%

Consumer Defensive

9.5%
8.1%

Utilities

9.2%
5.7%

Energy

9.1%
9.8%

Communication Services

8.4%
3.5%

Industrials

7.5%
12.1%

Basic Materials

3.5%
3.5%

Real Estate

-

0.0%

Consumer Cyclical

SDOG
16.3%
VYM
6.7%

Technology

SDOG
16.2%
VYM
17.7%

Financial Services

SDOG
10.6%
VYM
20.5%

Healthcare

SDOG
9.8%
VYM
12.2%

Consumer Defensive

SDOG
9.5%
VYM
8.1%

Utilities

SDOG
9.2%
VYM
5.7%

Energy

SDOG
9.1%
VYM
9.8%

Communication Services

SDOG
8.4%
VYM
3.5%

Industrials

SDOG
7.5%
VYM
12.1%

Basic Materials

SDOG
3.5%
VYM
3.5%

Real Estate

SDOG

-

VYM
0.0%

Compare stocks, funds, or ETFs

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ALPS Sector Dividend Dogs ETF

Vanguard High Dividend Yield ETF

Often compared with SDOG:
SDOG vs. SCHDSDOG vs. SPYSDOG vs. CDLSDOG vs. SDYSDOG vs. VIGSDOG vs. VOOSDOG vs. DIVO
Often compared with VYM:
VYM vs. SCHDVYM vs. VIGVYM vs. VYMIVYM vs. FDVVVYM vs. VOOVYM vs. VTIVYM vs. DGRO

Return for Risk

SDOG vs. VYM — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
SDOG
SDOG Risk / Return Rank: 8383
Overall Rank
SDOG Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
SDOG Sortino Ratio Rank: 8787
Sortino Ratio Rank
SDOG Omega Ratio Rank: 7878
Omega Ratio Rank
SDOG Calmar Ratio Rank: 8686
Calmar Ratio Rank
SDOG Martin Ratio Rank: 8080
Martin Ratio Rank
VYM
VYM Risk / Return Rank: 8383
Overall Rank
VYM Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
VYM Sortino Ratio Rank: 8686
Sortino Ratio Rank
VYM Omega Ratio Rank: 8383
Omega Ratio Rank
VYM Calmar Ratio Rank: 8181
Calmar Ratio Rank
VYM Martin Ratio Rank: 8181
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. VYM - Risk-Adjusted Trends Comparison

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

SDOGVYMDifference
Sharpe ratioReturn per unit of total volatility
2.30
2.37

-0.07

Sortino ratioReturn per unit of downside risk
3.45
3.37

+0.08

Omega ratioGain probability vs. loss probability

1.40

1.42

-0.02

Calmar ratioReturn relative to maximum drawdown

4.25

3.70

+0.54

Martin ratioReturn relative to average drawdown

13.63

13.81

-0.18

SDOG vs. VYM - Sharpe Ratio Comparison

The current SDOG Sharpe Ratio is 2.30, which is comparable to the VYM Sharpe Ratio of 2.37. The chart below compares the historical Sharpe Ratios of SDOG and VYM, 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. VYM - Drawdown Comparison

The maximum SDOG drawdown since its inception was -43.56%, smaller than the maximum VYM drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for SDOG and VYM.

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Drawdown Indicators

SDOGVYMDifference

Max Drawdown

Largest peak-to-trough decline

-43.56%

-56.98%

+13.42%

Max Drawdown (1Y)

Largest decline over 1 year

-6.24%

-6.69%

+0.45%

Max Drawdown (3Y)

Largest decline over 3 years

-16.00%

-14.46%

-1.54%

Max Drawdown (5Y)

Largest decline over 5 years

-19.84%

-15.84%

-4.00%

Max Drawdown (10Y)

Largest decline over 10 years

-43.56%

-35.21%

-8.35%

Current Drawdown

Current decline from peak

0.00%

-0.52%

+0.52%

Average Drawdown

Average peak-to-trough decline

-4.91%

-7.18%

+2.27%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.94%

1.80%

+0.14%

Volatility

SDOG vs. VYM - Volatility Comparison

ALPS Sector Dividend Dogs ETF (SDOG) and Vanguard High Dividend Yield ETF (VYM) have volatilities of 3.34% and 3.31%, 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.

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Volatility by Period

SDOGVYMDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.34%

3.31%

+0.03%

Volatility (6M)

Calculated over the trailing 6-month period

8.02%

7.81%

+0.21%

Volatility (1Y)

Calculated over the trailing 1-year period

11.52%

10.47%

+1.05%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.44%

13.99%

+1.45%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.06%

16.35%

+2.71%

SDOG vs. VYM - Expense Ratio Comparison

SDOG has a 0.36% expense ratio, which is higher than VYM's 0.04% expense ratio.

Dividends

SDOG vs. VYM - Dividend Comparison

SDOG's dividend yield for the trailing twelve months is around 3.26%, more than VYM's 2.19% yield.

PositionTTM20252024202320222021202020192018201720162015
SDOG
ALPS Sector Dividend Dogs ETF		3.26%3.68%3.86%4.29%3.87%3.62%3.63%3.37%4.03%3.27%3.32%3.61%
VYM
Vanguard High Dividend Yield ETF		2.19%2.44%2.74%3.12%3.01%2.76%3.18%3.03%3.40%2.80%2.91%3.22%

Frequently Asked Questions

SDOG and VYM have a correlation of 0.84, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

SDOG has higher volatility (3.34%) compared to VYM (3.31%). In terms of maximum drawdown, SDOG dropped -43.56% vs VYM's -56.98%.

On 10-year performance, VYM leads with 11.95% vs 9.99% for SDOG. On fees, VYM is cheaper at 0.04% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VYM has performed better with a 11.95% return vs 9.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VYM is cheaper with a 0.04% expense ratio, compared with 0.36% for SDOG.

SDOG has the higher dividend yield at 3.26%, compared with 2.19% for VYM.

SDOG is categorized as Large Cap Value Equities, while VYM is Dividend. SDOG tracks S-Network Sector Dividend Dogs Index, while VYM tracks FTSE High Dividend Yield Index. They also come from different issuers: SS&C and Vanguard. Their fees differ too: 0.36% for SDOG and 0.04% for VYM.

VYM currently has the higher Sharpe Ratio (2.37 vs 2.30), 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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