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BINV vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

BINV vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Brandes International ETF (BINV) 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

In the year-to-date period, BINV achieves a 10.51% return, which is significantly lower than JHID's 14.58% return.


BINV

1D
0.67%
1M
2.48%
6M
7.28%
YTD
10.51%
1Y
24.86%
3Y*
5Y*
10Y*

JHID

1D
-0.44%
1M
-0.18%
6M
10.79%
YTD
14.58%
1Y
31.71%
3Y*
19.96%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

BINV vs. JHID - Yearly Performance Comparison


2026 (YTD)202520242023
BINV
Brandes International ETF
10.51%37.84%7.71%12.86%
JHID
John Hancock International High Dividend ETF
14.58%41.47%3.62%11.96%

Correlation

The correlation between BINV and JHID is 0.80, 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

0.80

Correlation (All Time)
Calculated using the full available price history since Oct 5, 2023

0.85

The correlation between BINV and JHID has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.

BINV vs. JHID - Sectors Allocation Comparison


Sectors
BINV
JHID

Consumer Defensive

23.1%
7.9%

Healthcare

17.1%
6.4%

Consumer Cyclical

15.1%
4.8%

Industrials

11.0%
15.7%

Technology

9.1%
9.6%

Financial Services

7.9%
28.6%

Communication Services

6.2%
2.8%

Basic Materials

5.0%
6.6%

Energy

2.2%
6.0%

Real Estate

1.9%
5.8%

Utilities

1.4%
5.8%

Consumer Defensive

BINV
23.1%
JHID
7.9%

Healthcare

BINV
17.1%
JHID
6.4%

Consumer Cyclical

BINV
15.1%
JHID
4.8%

Industrials

BINV
11.0%
JHID
15.7%

Technology

BINV
9.1%
JHID
9.6%

Financial Services

BINV
7.9%
JHID
28.6%

Communication Services

BINV
6.2%
JHID
2.8%

Basic Materials

BINV
5.0%
JHID
6.6%

Energy

BINV
2.2%
JHID
6.0%

Real Estate

BINV
1.9%
JHID
5.8%

Utilities

BINV
1.4%
JHID
5.8%

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Return for Risk

BINV vs. JHID — Risk / Return Rank

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

BINV
BINV Risk / Return Rank: 6363
Overall Rank
BINV Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
BINV Sortino Ratio Rank: 7373
Sortino Ratio Rank
BINV Omega Ratio Rank: 6767
Omega Ratio Rank
BINV Calmar Ratio Rank: 5454
Calmar Ratio Rank
BINV Martin Ratio Rank: 5252
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 8888
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: 8585
Calmar Ratio Rank
JHID Martin Ratio Rank: 8787
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.

BINV vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Brandes International ETF (BINV) 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.


BINVJHIDDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.81

Omega ratioGain probability vs. loss probability

1.32

1.44

-0.12

Calmar ratioReturn relative to maximum drawdown

2.17

3.78

-1.61

Martin ratioReturn relative to average drawdown

7.01

14.44

-7.43

BINV vs. JHID - Sharpe Ratio Comparison

The current BINV Sharpe Ratio is 1.80, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of BINV and JHID, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

BINV vs. JHID - Drawdown Comparison

The maximum BINV drawdown since its inception was -14.91%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for BINV and JHID.


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Drawdown Indicators


BINVJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-14.91%

-12.42%

-2.49%

Max Drawdown (1Y)

Largest decline over 1 year

-11.50%

-8.42%

-3.08%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-0.76%

-0.44%

-0.32%

Average Drawdown

Average peak-to-trough decline

-2.49%

-2.43%

-0.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.56%

2.20%

+1.36%

Volatility

BINV vs. JHID - Volatility Comparison

Brandes International ETF (BINV) and John Hancock International High Dividend ETF (JHID) have volatilities of 3.27% and 3.19%, 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.


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Volatility by Period


BINVJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.27%

3.19%

+0.08%

Volatility (6M)

Calculated over the trailing 6-month period

11.51%

11.09%

+0.42%

Volatility (1Y)

Calculated over the trailing 1-year period

13.89%

13.03%

+0.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.67%

13.90%

+0.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.67%

13.90%

+0.77%

BINV vs. JHID - Expense Ratio Comparison

BINV has a 0.70% expense ratio, which is higher than JHID's 0.46% expense ratio.


Dividends

BINV vs. JHID - Dividend Comparison

BINV's dividend yield for the trailing twelve months is around 2.14%, less than JHID's 3.42% yield.


PositionTTM202520242023
BINV
Brandes International ETF
2.14%2.23%2.40%0.28%
JHID
John Hancock International High Dividend ETF
3.42%3.13%5.15%5.23%

Frequently Asked Questions


BINV and JHID have a correlation of 0.80, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

BINV has higher volatility (3.27%) compared to JHID (3.19%). In terms of maximum drawdown, BINV dropped -14.91% vs JHID's -12.42%.

On 1-year performance, JHID leads with 31.71% vs 24.86% for BINV. On fees, JHID is cheaper at 0.46% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JHID has performed better with a 31.71% return vs 24.86%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHID is cheaper with a 0.46% expense ratio, compared with 0.70% for BINV.

JHID has the higher dividend yield at 3.42%, compared with 2.14% for BINV.

They also come from different issuers: Brandes and John Hancock. Their fees differ too: 0.70% for BINV and 0.46% for JHID.

JHID currently has the higher Sharpe Ratio (2.45 vs 1.80), 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.

Portfolio Optimizer

Find the right allocation for BINV and JHID

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