DFIV vs. JHID

Last updated Jul 17, 2026

DFIV (Dimensional International Value ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past 3 years, DFIV returned 22.65%/yr vs 19.96%/yr for JHID. With a 0.95 correlation, they move nearly in lockstep. DFIV charges 0.27%/yr vs 0.46%/yr for JHID.

Performance

DFIV vs. JHID - Performance Comparison

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

Returns By Period

In the year-to-date period, DFIV achieves a 13.68% return, which is significantly lower than JHID's 14.58% return.

DFIV

• 1D: -0.62%
• 1M: 1.10%
• 6M: 10.11%
• YTD: 13.68%
• 1Y: 34.00%
• 3Y*: 22.65%
• 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)

DFIV vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFIV Dimensional International Value ETF	13.68%	45.36%	7.26%	17.75%	0.86%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between DFIV and JHID is 0.95, 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	0.95
Correlation (3Y) Calculated over the trailing 3-year period	0.96
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.95

The correlation between DFIV and JHID has been stable across timeframes, ranging from 0.95 to 0.96 - a consistent structural relationship.

DFIV vs. JHID - Sectors Allocation Comparison

Sectors	DFIV	JHID
Financial Services	32.4%	28.6%
Energy	15.3%	6.0%
Basic Materials	11.4%	6.6%
Consumer Cyclical	10.0%	4.8%
Industrials	9.8%	15.7%
Consumer Defensive	4.9%	7.9%
Healthcare	4.9%	6.4%
Communication Services	4.3%	2.8%
Technology	3.2%	9.6%
Utilities	2.2%	5.8%
Real Estate	1.7%	5.8%

Return for Risk

DFIV vs. JHID — Risk / Return Rank

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

DFIV

DFIV Risk / Return Rank: 87
DFIV Sharpe Ratio Rank: 90
DFIV Sortino Ratio Rank: 89
DFIV Omega Ratio Rank: 88
DFIV Calmar Ratio Rank: 83
DFIV Martin Ratio Rank: 84

JHID

JHID Risk / Return Rank: 88
JHID Sharpe Ratio Rank: 91
JHID Sortino Ratio Rank: 90
JHID Omega Ratio Rank: 89
JHID Calmar Ratio Rank: 85
JHID Martin Ratio Rank: 87

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.

DFIV vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Value ETF (DFIV) 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.

	DFIV	JHID	Difference
Sharpe ratio: Return per unit of total volatility	2.43	2.45	-0.01
Sortino ratio: Return per unit of downside risk	3.35	3.42	-0.08
Omega ratio: Gain probability vs. loss probability	1.44	1.44	0.00
Calmar ratio: Return relative to maximum drawdown	3.54	3.78	-0.25
Martin ratio: Return relative to average drawdown	13.45	14.44	-0.99

DFIV vs. JHID - Sharpe Ratio Comparison

The current DFIV Sharpe Ratio is 2.43, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of DFIV 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.

Drawdowns

DFIV vs. JHID - Drawdown Comparison

The maximum DFIV drawdown since its inception was -25.42%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DFIV and JHID.

Drawdown Indicators

	DFIV	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-25.42%	-12.42%	-13.00%
Max Drawdown (1Y) Largest decline over 1 year	-9.66%	-8.42%	-1.24%
Max Drawdown (3Y) Largest decline over 3 years	-14.72%	-12.42%	-2.30%
Current Drawdown Current decline from peak	-0.62%	-0.44%	-0.18%
Average Drawdown Average peak-to-trough decline	-4.40%	-2.43%	-1.97%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.54%	2.20%	+0.34%

Volatility

DFIV vs. JHID - Volatility Comparison

Dimensional International Value ETF (DFIV) and John Hancock International High Dividend ETF (JHID) have volatilities of 3.32% 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.

Volatility by Period

	DFIV	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.32%	3.19%	+0.13%
Volatility (6M) Calculated over the trailing 6-month period	11.63%	11.09%	+0.54%
Volatility (1Y) Calculated over the trailing 1-year period	14.04%	13.03%	+1.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.57%	13.90%	+2.67%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	16.57%	13.90%	+2.67%

DFIV vs. JHID - Expense Ratio Comparison

DFIV has a 0.27% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

DFIV vs. JHID - Dividend Comparison

DFIV's dividend yield for the trailing twelve months is around 2.65%, less than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021
DFIV Dimensional International Value ETF	2.65%	2.92%	3.88%	3.93%	3.84%	2.30%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%	0.00%	0.00%

Frequently Asked Questions

Can I hold both DFIV and JHID in my portfolio?

With a correlation of 0.95, DFIV 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.

Which is riskier, DFIV or JHID?

DFIV has higher volatility (3.32%) compared to JHID (3.19%). In terms of maximum drawdown, DFIV dropped -25.42% vs JHID's -12.42%.

Which ETF is better, DFIV or JHID?

On 3-year performance, DFIV leads with 22.65% vs 19.96% for JHID. On fees, DFIV is cheaper at 0.27% per year. On volatility, JHID has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, DFIV or JHID?

Over the 3-year period, DFIV has performed better with a 22.65% return vs 19.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFIV or JHID?

DFIV is cheaper with a 0.27% expense ratio, compared with 0.46% for JHID.

Which ETF pays a higher dividend yield, DFIV or JHID?

JHID has the higher dividend yield at 3.42%, compared with 2.65% for DFIV.

What is the main difference between DFIV and JHID?

They also come from different issuers: Dimensional and John Hancock. Their fees differ too: 0.27% for DFIV and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 2.43), 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.