VYM vs. SDOG

Last updated Jun 14, 2026

VYM (Vanguard High Dividend Yield ETF) and SDOG (ALPS Sector Dividend Dogs ETF) are both exchange-traded funds - VYM is a Dividend fund tracking the FTSE High Dividend Yield 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, VYM returned 11.95%/yr vs 9.99%/yr for SDOG. Their correlation of 0.91 suggests significant overlap in exposure. VYM charges 0.04%/yr vs 0.36%/yr for SDOG.

Performance

VYM vs. SDOG - Performance Comparison

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

Returns By Period

In the year-to-date period, VYM achieves a 12.37% return, which is significantly lower than SDOG's 17.13% return. Over the past 10 years, VYM has outperformed SDOG with an annualized return of 11.95%, while SDOG has yielded a comparatively lower 9.99% annualized return.

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%

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%

*Multi-year figures are annualized to reflect compound growth (CAGR)

VYM vs. SDOG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
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%
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 VYM and SDOG 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 VYM and SDOG has been stable across timeframes, ranging from 0.84 to 0.91 - a consistent structural relationship.

VYM vs. SDOG - Sectors Allocation Comparison

Sectors	VYM	SDOG
Financial Services	20.5%	10.6%
Technology	17.7%	16.2%
Healthcare	12.2%	9.8%
Industrials	12.1%	7.5%
Energy	9.8%	9.1%
Consumer Defensive	8.1%	9.5%
Consumer Cyclical	6.7%	16.3%
Utilities	5.7%	9.2%
Communication Services	3.5%	8.4%
Basic Materials	3.5%	3.5%
Real Estate	0.0%	-

Return for Risk

VYM vs. SDOG — Risk / Return Rank

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

VYM

VYM Risk / Return Rank: 83
VYM Sharpe Ratio Rank: 85
VYM Sortino Ratio Rank: 86
VYM Omega Ratio Rank: 83
VYM Calmar Ratio Rank: 81
VYM Martin Ratio Rank: 81

SDOG

SDOG Risk / Return Rank: 83
SDOG Sharpe Ratio Rank: 83
SDOG Sortino Ratio Rank: 87
SDOG Omega Ratio Rank: 78
SDOG Calmar Ratio Rank: 86
SDOG Martin Ratio Rank: 80

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.

VYM vs. SDOG - Risk-Adjusted Trends Comparison

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

	VYM	SDOG	Difference
Sharpe ratio: Return per unit of total volatility	2.37	2.30	+0.07
Sortino ratio: Return per unit of downside risk	3.37	3.45	-0.08
Omega ratio: Gain probability vs. loss probability	1.42	1.40	+0.02
Calmar ratio: Return relative to maximum drawdown	3.70	4.25	-0.54
Martin ratio: Return relative to average drawdown	13.81	13.63	+0.18

VYM vs. SDOG - Sharpe Ratio Comparison

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

Drawdowns

VYM vs. SDOG - Drawdown Comparison

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

Drawdown Indicators

	VYM	SDOG	Difference
Max Drawdown Largest peak-to-trough decline	-56.98%	-43.56%	-13.42%
Max Drawdown (1Y) Largest decline over 1 year	-6.69%	-6.24%	-0.45%
Max Drawdown (3Y) Largest decline over 3 years	-14.46%	-16.00%	+1.54%
Max Drawdown (5Y) Largest decline over 5 years	-15.84%	-19.84%	+4.00%
Max Drawdown (10Y) Largest decline over 10 years	-35.21%	-43.56%	+8.35%
Current Drawdown Current decline from peak	-0.52%	0.00%	-0.52%
Average Drawdown Average peak-to-trough decline	-7.18%	-4.91%	-2.27%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.80%	1.94%	-0.14%

Volatility

VYM vs. SDOG - Volatility Comparison

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

Volatility by Period

	VYM	SDOG	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.31%	3.34%	-0.03%
Volatility (6M) Calculated over the trailing 6-month period	7.81%	8.02%	-0.21%
Volatility (1Y) Calculated over the trailing 1-year period	10.47%	11.52%	-1.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.99%	15.44%	-1.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.35%	19.06%	-2.71%

VYM vs. SDOG - Expense Ratio Comparison

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

Dividends

VYM vs. SDOG - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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

Can I hold both VYM and SDOG in my portfolio?

VYM and SDOG 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.

Which is riskier, VYM or SDOG?

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

Which ETF is better, VYM or SDOG?

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.

Which ETF has performed better, VYM or SDOG?

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.

Which ETF is cheaper, VYM or SDOG?

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

Which ETF pays a higher dividend yield, VYM or SDOG?

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

What is the main difference between VYM and SDOG?

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

Which has better risk-adjusted returns?

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.