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TIER vs. IDOG
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TIER vs. IDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in T. Rowe Price International Equity Research ETF (TIER) and ALPS International Sector Dividend Dogs ETF (IDOG). The values are adjusted to include any dividend payments, if applicable.

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TIER vs. IDOG - Yearly Performance Comparison


Returns By Period

In the year-to-date period, TIER achieves a 0.72% return, which is significantly lower than IDOG's 8.50% return.


TIER

1D
3.24%
1M
-8.84%
YTD
0.72%
6M
5.45%
1Y
3Y*
5Y*
10Y*

IDOG

1D
2.48%
1M
-2.23%
YTD
8.50%
6M
18.68%
1Y
37.17%
3Y*
19.99%
5Y*
13.61%
10Y*
10.63%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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TIER vs. IDOG - Expense Ratio Comparison

TIER has a 0.38% expense ratio, which is lower than IDOG's 0.50% expense ratio.


Return for Risk

TIER vs. IDOG — Risk / Return Rank

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

TIER

IDOG
IDOG Risk / Return Rank: 9494
Overall Rank
IDOG Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
IDOG Sortino Ratio Rank: 9595
Sortino Ratio Rank
IDOG Omega Ratio Rank: 9393
Omega Ratio Rank
IDOG Calmar Ratio Rank: 9191
Calmar Ratio Rank
IDOG Martin Ratio Rank: 9696
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.

TIER vs. IDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for T. Rowe Price International Equity Research ETF (TIER) and ALPS International Sector Dividend Dogs ETF (IDOG). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

TIER vs. IDOG - Sharpe Ratio Comparison


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Sharpe Ratios by Period


TIERIDOGDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.27

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.88

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.24

0.50

+0.75

Correlation

The correlation between TIER and IDOG is 0.74, 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.


Dividends

TIER vs. IDOG - Dividend Comparison

TIER's dividend yield for the trailing twelve months is around 0.74%, less than IDOG's 3.59% yield.


TTM20252024202320222021202020192018201720162015
TIER
T. Rowe Price International Equity Research ETF
0.74%0.74%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
IDOG
ALPS International Sector Dividend Dogs ETF
3.59%4.26%4.90%4.86%4.46%3.85%3.00%5.41%4.50%3.33%4.01%4.19%

Drawdowns

TIER vs. IDOG - Drawdown Comparison

The maximum TIER drawdown since its inception was -12.07%, smaller than the maximum IDOG drawdown of -37.32%. Use the drawdown chart below to compare losses from any high point for TIER and IDOG.


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Drawdown Indicators


TIERIDOGDifference

Max Drawdown

Largest peak-to-trough decline

-12.07%

-37.32%

+25.25%

Max Drawdown (1Y)

Largest decline over 1 year

-11.18%

Max Drawdown (5Y)

Largest decline over 5 years

-25.31%

Max Drawdown (10Y)

Largest decline over 10 years

-37.32%

Current Drawdown

Current decline from peak

-9.22%

-2.23%

-6.99%

Average Drawdown

Average peak-to-trough decline

-1.66%

-8.03%

+6.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.22%

Volatility

TIER vs. IDOG - Volatility Comparison


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Volatility by Period


TIERIDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.29%

Volatility (6M)

Calculated over the trailing 6-month period

9.76%

Volatility (1Y)

Calculated over the trailing 1-year period

14.33%

16.45%

-2.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.33%

15.57%

-1.24%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.33%

17.48%

-3.15%