BAIV vs. JHID
BAIV (Brown Advisory International Value Select ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. A 0.76 correlation means they provide meaningful diversification when combined. BAIV charges 0.60%/yr vs 0.46%/yr for JHID.
Performance
BAIV vs. JHID - Performance Comparison
Loading charts...
Returns By Period
BAIV
- 1D
- -0.24%
- 1M
- 6.14%
- 6M
- —
- YTD
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHID
- 1D
- -0.25%
- 1M
- 0.42%
- 6M
- 10.17%
- YTD
- 14.29%
- 1Y
- 31.33%
- 3Y*
- 19.43%
- 5Y*
- —
- 10Y*
- —
BAIV vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | |
|---|---|
BAIV Brown Advisory International Value Select ETF | 6.70% |
JHID John Hancock International High Dividend ETF | 1.67% |
Correlation
The correlation between BAIV and JHID is 0.76, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (All Time) Calculated using the full available price history since Feb 26, 2026 | 0.76 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
BAIV vs. JHID — Risk / Return Rank
BAIV
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
JHID
BAIV vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Brown Advisory International Value Select ETF (BAIV) 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.
| BAIV | JHID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | — | — | |
| Sortino ratioReturn per unit of downside risk | — | — | |
| Omega ratioGain probability vs. loss probability | — | 1.43 | — |
| Calmar ratioReturn relative to maximum drawdown | — | 3.74 | — |
| Martin ratioReturn relative to average drawdown | — | 14.26 | — |
Loading charts...
Drawdowns
BAIV vs. JHID - Drawdown Comparison
The maximum BAIV drawdown since its inception was -11.41%, smaller than the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for BAIV and JHID.
Loading charts...
Drawdown Indicators
| BAIV | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.41% | -12.42% | +1.01% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.42% | — |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.42% | — |
Current DrawdownCurrent decline from peak | -0.24% | -0.69% | +0.45% |
Average DrawdownAverage peak-to-trough decline | -3.15% | -2.42% | -0.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 2.20% | — |
Volatility
BAIV vs. JHID - Volatility Comparison
Loading charts...
Volatility by Period
| BAIV | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 3.20% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 11.08% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 17.60% | 13.03% | +4.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.60% | 13.90% | +3.70% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.60% | 13.90% | +3.70% |
BAIV vs. JHID - Expense Ratio Comparison
BAIV has a 0.60% expense ratio, which is higher than JHID's 0.46% expense ratio.
Dividends
BAIV vs. JHID - Dividend Comparison
BAIV has not paid dividends to shareholders, while JHID's dividend yield for the trailing twelve months is around 3.43%.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
BAIV Brown Advisory International Value Select ETF | 0.00% | 0.00% | 0.00% | 0.00% |
JHID John Hancock International High Dividend ETF | 3.43% | 3.13% | 5.15% | 5.23% |
Frequently Asked Questions
BAIV and JHID have a correlation of 0.76, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
On fees, JHID is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.
JHID is cheaper with a 0.46% expense ratio, compared with 0.60% for BAIV.
JHID has the higher dividend yield at 3.43%, compared with 0.00% for BAIV.
They also come from different issuers: Brown Advisory and John Hancock. Their fees differ too: 0.60% for BAIV and 0.46% for JHID.
Find the right allocation for BAIV and JHID
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer