SGDJ vs. EDOG
Compare and contrast key facts about Sprott Junior Gold Miners ETF (SGDJ) and ALPS Emerging Sector Dividend Dogs ETF (EDOG).
SGDJ and EDOG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. SGDJ is a passively managed fund by Sprott that tracks the performance of the Solactive Junior Gold Miners Custom Factors Index. It was launched on Mar 31, 2015. EDOG is a passively managed fund by SS&C that tracks the performance of the S-Network Emerging Sector Dividend Dogs Index. It was launched on Mar 28, 2014. Both SGDJ and EDOG are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SGDJ or EDOG.
Key characteristics
| SGDJ | EDOG | |
|---|---|---|
| YTD Return | 18.98% | 1.85% |
| 1Y Return | 33.29% | 7.17% |
| 3Y Return (Ann) | -6.53% | 0.23% |
| 5Y Return (Ann) | 5.22% | 5.07% |
| Sharpe Ratio | 0.94 | 0.58 |
| Sortino Ratio | 1.47 | 0.89 |
| Omega Ratio | 1.18 | 1.11 |
| Calmar Ratio | 0.70 | 0.76 |
| Martin Ratio | 4.20 | 2.58 |
| Ulcer Index | 7.80% | 2.89% |
| Daily Std Dev | 35.03% | 12.82% |
| Max Drawdown | -59.27% | -44.29% |
| Current Drawdown | -27.24% | -8.34% |
Correlation
The correlation between SGDJ and EDOG is 0.34, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
SGDJ vs. EDOG - Performance Comparison
In the year-to-date period, SGDJ achieves a 18.98% return, which is significantly higher than EDOG's 1.85% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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SGDJ vs. EDOG - Expense Ratio Comparison
SGDJ has a 0.50% expense ratio, which is lower than EDOG's 0.60% expense ratio.
Risk-Adjusted Performance
SGDJ vs. EDOG - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Sprott Junior Gold Miners ETF (SGDJ) and ALPS Emerging Sector Dividend Dogs ETF (EDOG). 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.
Dividends
SGDJ vs. EDOG - Dividend Comparison
SGDJ's dividend yield for the trailing twelve months is around 3.82%, less than EDOG's 4.70% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
SGDJ Sprott Junior Gold Miners ETF | 3.82% | 4.55% | 2.45% | 2.20% | 1.97% | 0.65% | 0.00% | 0.14% | 1.77% | 0.85% | 0.00% |
EDOG ALPS Emerging Sector Dividend Dogs ETF | 4.70% | 6.53% | 5.07% | 4.11% | 2.60% | 4.93% | 5.37% | 2.89% | 2.97% | 4.55% | 3.31% |
Drawdowns
SGDJ vs. EDOG - Drawdown Comparison
The maximum SGDJ drawdown since its inception was -59.27%, which is greater than EDOG's maximum drawdown of -44.29%. Use the drawdown chart below to compare losses from any high point for SGDJ and EDOG. For additional features, visit the drawdowns tool.
Volatility
SGDJ vs. EDOG - Volatility Comparison
Sprott Junior Gold Miners ETF (SGDJ) has a higher volatility of 8.95% compared to ALPS Emerging Sector Dividend Dogs ETF (EDOG) at 4.24%. This indicates that SGDJ's price experiences larger fluctuations and is considered to be riskier than EDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.