CGIE vs. JHID
CGIE (Capital Group International Equity ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, CGIE returned 13.10% vs 30.06% for JHID. Their correlation of 0.87 suggests significant overlap in exposure. CGIE charges 0.54%/yr vs 0.46%/yr for JHID.
Performance
CGIE vs. JHID - Performance Comparison
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Returns By Period
In the year-to-date period, CGIE achieves a 5.68% return, which is significantly lower than JHID's 14.13% return.
CGIE
- 1D
- 0.69%
- 1M
- 0.43%
- 6M
- 1.40%
- YTD
- 5.68%
- 1Y
- 13.10%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHID
- 1D
- 0.84%
- 1M
- -0.27%
- 6M
- 11.63%
- YTD
- 14.13%
- 1Y
- 30.06%
- 3Y*
- 19.89%
- 5Y*
- —
- 10Y*
- —
CGIE vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
CGIE Capital Group International Equity ETF | 5.68% | 28.11% | 0.72% | 11.75% |
JHID John Hancock International High Dividend ETF | 14.13% | 41.47% | 3.62% | 8.12% |
Correlation
The correlation between CGIE and JHID is 0.88, 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 | 0.88 |
Correlation (All Time) Calculated using the full available price history since Sep 28, 2023 | 0.87 |
The correlation between CGIE and JHID has been stable across timeframes, ranging from 0.87 to 0.88 - a consistent structural relationship.
CGIE vs. JHID - Sectors Allocation Comparison
Sectors
CGIE
JHID
Industrials
Financial Services
Technology
Healthcare
Consumer Defensive
Utilities
Basic Materials
Energy
Consumer Cyclical
Communication Services
Real Estate
-
Industrials
CGIE
JHID
Financial Services
CGIE
JHID
Technology
CGIE
JHID
Healthcare
CGIE
JHID
Consumer Defensive
CGIE
JHID
Utilities
CGIE
JHID
Basic Materials
CGIE
JHID
Energy
CGIE
JHID
Consumer Cyclical
CGIE
JHID
Communication Services
CGIE
JHID
Real Estate
CGIE
-
JHID
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Return for Risk
CGIE vs. JHID — Risk / Return Rank
CGIE
JHID
CGIE vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital Group International Equity ETF (CGIE) 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.
| CGIE | JHID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.54 | ||
| Sortino ratioReturn per unit of downside risk | -2.05 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.42 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.10 | 3.59 | -2.48 |
| Martin ratioReturn relative to average drawdown | 4.08 | 13.69 | -9.61 |
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Drawdowns
CGIE vs. JHID - Drawdown Comparison
The maximum CGIE drawdown since its inception was -13.82%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for CGIE and JHID.
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Drawdown Indicators
| CGIE | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -13.82% | -12.42% | -1.40% |
Max Drawdown (1Y)Largest decline over 1 year | -11.94% | -8.42% | -3.52% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.42% | — |
Current DrawdownCurrent decline from peak | -2.41% | -0.59% | -1.82% |
Average DrawdownAverage peak-to-trough decline | -2.52% | -2.43% | -0.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.22% | 2.21% | +1.01% |
Volatility
CGIE vs. JHID - Volatility Comparison
Capital Group International Equity ETF (CGIE) has a higher volatility of 4.76% compared to John Hancock International High Dividend ETF (JHID) at 3.09%. This indicates that CGIE'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
| CGIE | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.76% | 3.09% | +1.67% |
Volatility (6M)Calculated over the trailing 6-month period | 14.68% | 11.08% | +3.60% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.93% | 13.06% | +3.87% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.71% | 13.91% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.71% | 13.91% | +1.80% |
CGIE vs. JHID - Expense Ratio Comparison
CGIE has a 0.54% expense ratio, which is higher than JHID's 0.46% expense ratio.
Dividends
CGIE vs. JHID - Dividend Comparison
CGIE's dividend yield for the trailing twelve months is around 1.38%, less than JHID's 3.44% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
CGIE Capital Group International Equity ETF | 1.38% | 1.17% | 1.27% | 0.19% |
JHID John Hancock International High Dividend ETF | 3.44% | 3.13% | 5.15% | 5.23% |
Frequently Asked Questions
CGIE and JHID have a correlation of 0.88, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGIE has higher volatility (4.76%) compared to JHID (3.09%). In terms of maximum drawdown, CGIE dropped -13.82% vs JHID's -12.42%.
On 1-year performance, JHID leads with 30.06% vs 13.10% for CGIE. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.09%. 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 30.06% return vs 13.10%. 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 0.54% for CGIE.
JHID has the higher dividend yield at 3.44%, compared with 1.38% for CGIE.
They also come from different issuers: Capital Group and John Hancock. Their fees differ too: 0.54% for CGIE and 0.46% for JHID.
JHID currently has the higher Sharpe Ratio (2.31 vs 0.78), 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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