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VONE vs. SDOG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

VONE vs. SDOG

Last updated Jun 13, 2026

VONE (Vanguard Russell 1000 ETF) and SDOG (ALPS Sector Dividend Dogs ETF) are both exchange-traded funds - VONE is a Large Cap Blend Equities fund tracking the Russell 1000 Index, while SDOG is a Large Cap Value Equities fund tracking the S-Network Sector Dividend Dogs Index. Both are passively managed. Over the past 10 years, VONE returned 15.21%/yr vs 9.99%/yr for SDOG. A 0.75 correlation means they provide meaningful diversification when combined. VONE charges 0.08%/yr vs 0.36%/yr for SDOG.

Performance

VONE vs. SDOG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Vanguard Russell 1000 ETF (VONE) and ALPS Sector Dividend Dogs ETF (SDOG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, VONE achieves a 8.90% return, which is significantly lower than SDOG's 17.13% return. Over the past 10 years, VONE has outperformed SDOG with an annualized return of 15.21%, while SDOG has yielded a comparatively lower 9.99% annualized return.

VONE

1D
0.43%
1M
0.28%
YTD
8.90%
6M
9.17%
1Y
23.83%
3Y*
20.64%
5Y*
12.60%
10Y*
15.21%

SDOG

1D
1.26%
1M
5.93%
YTD
17.13%
6M
16.28%
1Y
26.36%
3Y*
16.38%
5Y*
9.08%
10Y*
9.99%
*Multi-year figures are annualized to reflect compound growth (CAGR)

VONE vs. SDOG - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
VONE
Vanguard Russell 1000 ETF		8.90%17.21%24.51%26.41%-19.14%26.49%20.95%31.12%-4.84%21.55%
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%

Correlation

The correlation between VONE and SDOG is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.

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

0.47

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

0.56

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

0.67

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

0.71

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

0.75

Over the past year, the correlation between VONE and SDOG has dropped to 0.47 - well below their long-term average of 0.75, suggesting their price drivers have been diverging.

VONE vs. SDOG - Sectors Allocation Comparison

Sectors
VONE
SDOG

Technology

33.9%
14.1%

Financial Services

11.9%
11.0%

Communication Services

10.9%
9.0%

Consumer Cyclical

10.3%
15.0%

Industrials

9.2%
8.0%

Healthcare

8.7%
9.7%

Consumer Defensive

4.8%
9.8%

Energy

3.7%
9.9%

Utilities

2.3%
9.4%

Real Estate

2.2%

-

Basic Materials

2.0%
4.1%

Technology

VONE
33.9%
SDOG
14.1%

Financial Services

VONE
11.9%
SDOG
11.0%

Communication Services

VONE
10.9%
SDOG
9.0%

Consumer Cyclical

VONE
10.3%
SDOG
15.0%

Industrials

VONE
9.2%
SDOG
8.0%

Healthcare

VONE
8.7%
SDOG
9.7%

Consumer Defensive

VONE
4.8%
SDOG
9.8%

Energy

VONE
3.7%
SDOG
9.9%

Utilities

VONE
2.3%
SDOG
9.4%

Real Estate

VONE
2.2%
SDOG

-

Basic Materials

VONE
2.0%
SDOG
4.1%

Compare stocks, funds, or ETFs

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

Vanguard Russell 1000 ETF

ALPS Sector Dividend Dogs ETF

Often compared with VONE:
VONE vs. VONGVONE vs. VOOVONE vs. IWBVONE vs. VONVVONE vs. SPYVONE vs. VTHRVONE vs. VWUSX
Often compared with SDOG:
SDOG vs. SCHDSDOG vs. SPYSDOG vs. CDLSDOG vs. SDYSDOG vs. VOOSDOG vs. VIGSDOG vs. DIVO

Return for Risk

VONE vs. SDOG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
VONE
VONE Risk / Return Rank: 6868
Overall Rank
VONE Sharpe Ratio Rank: 6969
Sharpe Ratio Rank
VONE Sortino Ratio Rank: 6767
Sortino Ratio Rank
VONE Omega Ratio Rank: 6767
Omega Ratio Rank
VONE Calmar Ratio Rank: 6262
Calmar Ratio Rank
VONE Martin Ratio Rank: 7474
Martin Ratio Rank
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
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.

VONE vs. SDOG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Russell 1000 ETF (VONE) and ALPS Sector Dividend Dogs ETF (SDOG). 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.

VONESDOGDifference
Sharpe ratioReturn per unit of total volatility
1.93
2.30

-0.37

Sortino ratioReturn per unit of downside risk
2.64
3.45

-0.80

Omega ratioGain probability vs. loss probability

1.35

1.40

-0.05

Calmar ratioReturn relative to maximum drawdown

2.71

4.25

-1.54

Martin ratioReturn relative to average drawdown

12.15

13.63

-1.48

VONE vs. SDOG - Sharpe Ratio Comparison

The current VONE Sharpe Ratio is 1.93, which is comparable to the SDOG Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of VONE and SDOG, 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

VONE vs. SDOG - Drawdown Comparison

The maximum VONE drawdown since its inception was -34.66%, smaller than the maximum SDOG drawdown of -43.56%. Use the drawdown chart below to compare losses from any high point for VONE and SDOG.

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Drawdown Indicators

VONESDOGDifference

Max Drawdown

Largest peak-to-trough decline

-34.66%

-43.56%

+8.90%

Max Drawdown (1Y)

Largest decline over 1 year

-8.85%

-6.24%

-2.61%

Max Drawdown (3Y)

Largest decline over 3 years

-19.06%

-16.00%

-3.06%

Max Drawdown (5Y)

Largest decline over 5 years

-25.12%

-19.84%

-5.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.66%

-43.56%

+8.90%

Current Drawdown

Current decline from peak

-2.20%

0.00%

-2.20%

Average Drawdown

Average peak-to-trough decline

-3.90%

-4.91%

+1.01%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

1.94%

+0.03%

Volatility

VONE vs. SDOG - Volatility Comparison

Vanguard Russell 1000 ETF (VONE) has a higher volatility of 4.24% compared to ALPS Sector Dividend Dogs ETF (SDOG) at 3.34%. This indicates that VONE's price experiences larger fluctuations and is considered to be riskier than SDOG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

VONESDOGDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.24%

3.34%

+0.90%

Volatility (6M)

Calculated over the trailing 6-month period

9.61%

8.02%

+1.59%

Volatility (1Y)

Calculated over the trailing 1-year period

12.39%

11.52%

+0.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.14%

15.44%

+1.70%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.27%

19.06%

-0.79%

VONE vs. SDOG - Expense Ratio Comparison

VONE has a 0.08% expense ratio, which is lower than SDOG's 0.36% expense ratio.

Dividends

VONE vs. SDOG - Dividend Comparison

VONE's dividend yield for the trailing twelve months is around 1.01%, less than SDOG's 3.26% 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%
VONE
Vanguard Russell 1000 ETF		1.01%1.07%1.20%1.40%1.59%1.16%1.45%1.65%1.96%1.69%1.89%1.89%

Frequently Asked Questions

VONE and SDOG have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VONE has higher volatility (4.24%) compared to SDOG (3.34%). In terms of maximum drawdown, VONE dropped -34.66% vs SDOG's -43.56%.

On 10-year performance, VONE leads with 15.21% vs 9.99% for SDOG. On fees, VONE is cheaper at 0.08% per year. On volatility, SDOG has been the lower-risk option at 3.34%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 10-year period, VONE has performed better with a 15.21% return vs 9.99%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VONE is cheaper with a 0.08% expense ratio, compared with 0.36% for SDOG.

SDOG has the higher dividend yield at 3.26%, compared with 1.01% for VONE.

VONE is categorized as Large Cap Blend Equities, while SDOG is Large Cap Value Equities. VONE tracks Russell 1000 Index, while SDOG tracks S-Network Sector Dividend Dogs Index. They also come from different issuers: Vanguard and SS&C. Their fees differ too: 0.08% for VONE and 0.36% for SDOG.

SDOG currently has the higher Sharpe Ratio (2.30 vs 1.93), 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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