YDEC vs. DOGG

Last updated Apr 1, 2026

Compare and contrast key facts about FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG).

YDEC and DOGG are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. YDEC is an actively managed fund by FT Vest. It was launched on Dec 18, 2020. DOGG is an actively managed fund by FT Vest. It was launched on Apr 26, 2023.

Performance

YDEC vs. DOGG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). The values are adjusted to include any dividend payments, if applicable.

YDEC vs. DOGG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023
YDEC FT Vest International Equity Moderate Buffer ETF – December	0.42%	16.04%	-0.79%	4.37%
DOGG FT Vest DJIA Dogs 10 Target Income ETF	6.85%	19.43%	-2.58%	12.69%

Returns By Period

In the year-to-date period, YDEC achieves a 0.42% return, which is significantly lower than DOGG's 6.85% return.

YDEC

• 1D: 2.02%
• 1M: -3.45%
• YTD: 0.42%
• 6M: 2.43%
• 1Y: 10.93%
• 3Y*: 7.21%
• 5Y*: 4.70%
• 10Y*: —

DOGG

• 1D: 0.51%
• 1M: -6.08%
• YTD: 6.85%
• 6M: 13.65%
• 1Y: 14.06%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

YDEC vs. DOGG - Expense Ratio Comparison

YDEC has a 0.90% expense ratio, which is higher than DOGG's 0.75% expense ratio.

YDEC

FT Vest International Equity Moderate Buffer ETF – December

DOGG

FT Vest DJIA Dogs 10 Target Income ETF

Return for Risk

YDEC vs. DOGG — Risk / Return Rank

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

YDEC

YDEC Risk / Return Rank: 71
YDEC Sharpe Ratio Rank: 69
YDEC Sortino Ratio Rank: 68
YDEC Omega Ratio Rank: 86
YDEC Calmar Ratio Rank: 62
YDEC Martin Ratio Rank: 71

DOGG

DOGG Risk / Return Rank: 60
DOGG Sharpe Ratio Rank: 63
DOGG Sortino Ratio Rank: 61
DOGG Omega Ratio Rank: 57
DOGG Calmar Ratio Rank: 65
DOGG Martin Ratio Rank: 53

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.

YDEC vs. DOGG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for FT Vest International Equity Moderate Buffer ETF – December (YDEC) and FT Vest DJIA Dogs 10 Target Income ETF (DOGG). 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.

	YDEC	DOGG	Difference
Sharpe ratio Return per unit of total volatility	1.25	1.11	+0.15
Sortino ratio Return per unit of downside risk	1.76	1.55	+0.20
Omega ratio Gain probability vs. loss probability	1.35	1.21	+0.14
Calmar ratio Return relative to maximum drawdown	1.61	1.62	-0.01
Martin ratio Return relative to average drawdown	7.40	5.13	+2.27
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

YDEC vs. DOGG - Sharpe Ratio Comparison

The current YDEC Sharpe Ratio is 1.25, which is comparable to the DOGG Sharpe Ratio of 1.11. The chart below compares the historical Sharpe Ratios of YDEC and DOGG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	YDEC	DOGG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.25	1.11	+0.15
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.42	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.95	-0.46

Correlation

The correlation between YDEC and DOGG is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

YDEC vs. DOGG - Dividend Comparison

YDEC has not paid dividends to shareholders, while DOGG's dividend yield for the trailing twelve months is around 8.53%.

	TTM	2025	2024	2023
YDEC FT Vest International Equity Moderate Buffer ETF – December	0.00%	0.00%	0.00%	0.00%
DOGG FT Vest DJIA Dogs 10 Target Income ETF	8.53%	8.75%	9.92%	5.89%

Drawdowns

YDEC vs. DOGG - Drawdown Comparison

The maximum YDEC drawdown since its inception was -23.34%, which is greater than DOGG's maximum drawdown of -11.19%. Use the drawdown chart below to compare losses from any high point for YDEC and DOGG.

Drawdown Indicators

	YDEC	DOGG	Difference
Max Drawdown Largest peak-to-trough decline	-23.34%	-11.19%	-12.15%
Max Drawdown (1Y) Largest decline over 1 year	-6.43%	-8.51%	+2.08%
Max Drawdown (5Y) Largest decline over 5 years	-23.34%	—	—
Current Drawdown Current decline from peak	-3.73%	-6.08%	+2.35%
Average Drawdown Average peak-to-trough decline	-4.24%	-2.98%	-1.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	1.40%	3.01%	-1.61%

Volatility

YDEC vs. DOGG - Volatility Comparison

FT Vest International Equity Moderate Buffer ETF – December (YDEC) has a higher volatility of 4.42% compared to FT Vest DJIA Dogs 10 Target Income ETF (DOGG) at 3.19%. This indicates that YDEC's price experiences larger fluctuations and is considered to be riskier than DOGG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	YDEC	DOGG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.42%	3.19%	+1.23%
Volatility (6M) Calculated over the trailing 6-month period	5.11%	7.72%	-2.61%
Volatility (1Y) Calculated over the trailing 1-year period	8.79%	12.83%	-4.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	11.20%	13.01%	-1.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	11.06%	13.01%	-1.95%