AVDV vs. JHID
AVDV (Avantis International Small Cap Value ETF) and JHID (John Hancock International High Dividend ETF) are both exchange-traded funds - AVDV is a Foreign Small & Mid Cap Equities fund actively managed by Avantis, while JHID is a Foreign Large Cap Equities fund actively managed by John Hancock. Both are actively managed. Over the past 3 years, AVDV returned 26.72%/yr vs 21.55%/yr for JHID. Their correlation of 0.90 suggests significant overlap in exposure. AVDV charges 0.36%/yr vs 0.46%/yr for JHID.
Performance
AVDV vs. JHID - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with AVDV having a 14.99% return and JHID slightly lower at 14.44%.
AVDV
- 1D
- 0.89%
- 1M
- -1.99%
- YTD
- 14.99%
- 6M
- 17.18%
- 1Y
- 41.91%
- 3Y*
- 26.72%
- 5Y*
- 13.63%
- 10Y*
- —
JHID
- 1D
- 0.45%
- 1M
- 0.36%
- YTD
- 14.44%
- 6M
- 15.78%
- 1Y
- 33.27%
- 3Y*
- 21.55%
- 5Y*
- —
- 10Y*
- —
AVDV vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 14.99% | 49.37% | 8.67% | 16.85% | 0.99% |
JHID John Hancock International High Dividend ETF | 14.44% | 41.47% | 3.62% | 19.47% | -0.42% |
Correlation
The correlation between AVDV and JHID is 0.90, 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 | 0.90 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.90 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022 | 0.90 |
The correlation between AVDV and JHID has been stable across timeframes, ranging from 0.90 to 0.90 - a consistent structural relationship.
AVDV vs. JHID - Sectors Allocation Comparison
Sectors
AVDV
JHID
Basic Materials
Industrials
Consumer Cyclical
Financial Services
Energy
Technology
Consumer Defensive
Healthcare
Communication Services
Utilities
Real Estate
Basic Materials
AVDV
JHID
Industrials
AVDV
JHID
Consumer Cyclical
AVDV
JHID
Financial Services
AVDV
JHID
Energy
AVDV
JHID
Technology
AVDV
JHID
Consumer Defensive
AVDV
JHID
Healthcare
AVDV
JHID
Communication Services
AVDV
JHID
Utilities
AVDV
JHID
Real Estate
AVDV
JHID
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Return for Risk
AVDV vs. JHID — Risk / Return Rank
AVDV
JHID
AVDV vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Avantis International Small Cap Value ETF (AVDV) and John Hancock International High Dividend ETF (JHID). 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.
| AVDV | JHID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.06 | ||
| Sortino ratioReturn per unit of downside risk | -0.08 | ||
| Omega ratioGain probability vs. loss probability | 1.46 | 1.44 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 3.12 | 3.83 | -0.72 |
| Martin ratioReturn relative to average drawdown | 12.44 | 14.82 | -2.38 |
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Drawdowns
AVDV vs. JHID - Drawdown Comparison
The maximum AVDV drawdown since its inception was -43.01%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for AVDV and JHID.
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Drawdown Indicators
| AVDV | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.01% | -12.42% | -30.59% |
Max Drawdown (1Y)Largest decline over 1 year | -13.19% | -8.42% | -4.77% |
Max Drawdown (3Y)Largest decline over 3 years | -14.17% | -12.42% | -1.75% |
Max Drawdown (5Y)Largest decline over 5 years | -28.08% | — | — |
Current DrawdownCurrent decline from peak | -2.24% | -0.21% | -2.03% |
Average DrawdownAverage peak-to-trough decline | -6.76% | -2.45% | -4.31% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.30% | 2.18% | +1.12% |
Volatility
AVDV vs. JHID - Volatility Comparison
Avantis International Small Cap Value ETF (AVDV) has a higher volatility of 6.26% compared to John Hancock International High Dividend ETF (JHID) at 4.46%. This indicates that AVDV's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AVDV | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.26% | 4.46% | +1.80% |
Volatility (6M)Calculated over the trailing 6-month period | 13.88% | 10.86% | +3.02% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.25% | 13.06% | +3.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.41% | 13.97% | +3.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.77% | 13.97% | +5.80% |
AVDV vs. JHID - Expense Ratio Comparison
AVDV has a 0.36% expense ratio, which is lower than JHID's 0.46% expense ratio.
Dividends
AVDV vs. JHID - Dividend Comparison
AVDV's dividend yield for the trailing twelve months is around 4.11%, more than JHID's 2.85% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 |
|---|---|---|---|---|---|---|---|---|
AVDV Avantis International Small Cap Value ETF | 4.11% | 3.05% | 4.31% | 3.29% | 3.17% | 2.39% | 1.67% | 0.36% |
JHID John Hancock International High Dividend ETF | 2.85% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
With a correlation of 0.90, AVDV and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.
AVDV has higher volatility (6.26%) compared to JHID (4.46%). In terms of maximum drawdown, AVDV dropped -43.01% vs JHID's -12.42%.
On 3-year performance, AVDV leads with 26.72% vs 21.55% for JHID. On fees, AVDV is cheaper at 0.36% per year. On volatility, JHID has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, AVDV has performed better with a 26.72% return vs 21.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
AVDV is cheaper with a 0.36% expense ratio, compared with 0.46% for JHID.
AVDV has the higher dividend yield at 4.11%, compared with 2.85% for JHID.
AVDV is categorized as Foreign Small & Mid Cap Equities, while JHID is Foreign Large Cap Equities. They also come from different issuers: Avantis and John Hancock. Their fees differ too: 0.36% for AVDV and 0.46% for JHID.
AVDV currently has the higher Sharpe Ratio (2.53 vs 2.47), 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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