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BAIV vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BAIV vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brown Advisory International Value Select ETF (BAIV) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

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

BAIV vs. JHID - Yearly Performance Comparison


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

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Return for Risk

BAIV vs. JHID — Risk / Return Rank

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

BAIV

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.


JHID
JHID Risk / Return Rank: 8989
Overall Rank
JHID Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9090
Sortino Ratio Rank
JHID Omega Ratio Rank: 8989
Omega Ratio Rank
JHID Calmar Ratio Rank: 8686
Calmar Ratio Rank
JHID Martin Ratio Rank: 8888
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.

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.


BAIVJHIDDifference
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

BAIV vs. JHID - Sharpe Ratio Comparison


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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.


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Drawdown Indicators


BAIVJHIDDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-0.24%

-0.69%

+0.45%

Average Drawdown

Average peak-to-trough decline

-3.15%

-2.42%

-0.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.20%

Volatility

BAIV vs. JHID - Volatility Comparison


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Volatility by Period


BAIVJHIDDifference

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%.


PositionTTM202520242023
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.

Portfolio Optimizer

Find the right allocation for BAIV and JHID

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