DFSI vs. JHID

Last updated Jul 17, 2026

DFSI (Dimensional International Sustainability Core 1 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, DFSI returned 16.21%/yr vs 19.96%/yr for JHID. Their correlation of 0.91 suggests significant overlap in exposure. DFSI charges 0.24%/yr vs 0.46%/yr for JHID.

Performance

DFSI vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Dimensional International Sustainability Core 1 ETF (DFSI) 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, DFSI achieves a 7.44% return, which is significantly lower than JHID's 14.58% return.

DFSI

• 1D: -0.61%
• 1M: -0.24%
• 6M: 4.03%
• YTD: 7.44%
• 1Y: 19.13%
• 3Y*: 16.21%
• 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)

DFSI vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
DFSI Dimensional International Sustainability Core 1 ETF	7.44%	33.62%	4.98%	17.86%	0.75%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between DFSI and JHID is 0.92, 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	0.92
Correlation (3Y) Calculated over the trailing 3-year period	0.91
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.91

The correlation between DFSI and JHID has been stable across timeframes, ranging from 0.91 to 0.92 - a consistent structural relationship.

DFSI vs. JHID - Sectors Allocation Comparison

Sectors	DFSI	JHID
Financial Services	24.2%	28.6%
Industrials	21.7%	15.7%
Technology	10.5%	9.6%
Consumer Cyclical	9.8%	4.8%
Healthcare	9.0%	6.4%
Basic Materials	7.4%	6.6%
Consumer Defensive	5.2%	7.9%
Communication Services	5.2%	2.8%
Utilities	3.1%	5.8%
Energy	1.9%	6.0%
Real Estate	1.9%	5.8%

Return for Risk

DFSI vs. JHID — Risk / Return Rank

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

DFSI

DFSI Risk / Return Rank: 42
DFSI Sharpe Ratio Rank: 43
DFSI Sortino Ratio Rank: 44
DFSI Omega Ratio Rank: 42
DFSI Calmar Ratio Rank: 37
DFSI Martin Ratio Rank: 44

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.

DFSI vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Dimensional International Sustainability Core 1 ETF (DFSI) 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.

	DFSI	JHID	Difference
Sharpe ratio: Return per unit of total volatility	1.25	2.45	-1.20
Sortino ratio: Return per unit of downside risk	1.84	3.42	-1.59
Omega ratio: Gain probability vs. loss probability	1.23	1.44	-0.21
Calmar ratio: Return relative to maximum drawdown	1.57	3.78	-2.22
Martin ratio: Return relative to average drawdown	5.80	14.44	-8.64

DFSI vs. JHID - Sharpe Ratio Comparison

The current DFSI Sharpe Ratio is 1.25, which is lower than the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of DFSI 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

DFSI vs. JHID - Drawdown Comparison

The maximum DFSI drawdown since its inception was -12.82%, roughly equal to the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for DFSI and JHID.

Drawdown Indicators

	DFSI	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-12.82%	-12.42%	-0.40%
Max Drawdown (1Y) Largest decline over 1 year	-12.26%	-8.42%	-3.84%
Max Drawdown (3Y) Largest decline over 3 years	-12.82%	-12.42%	-0.40%
Current Drawdown Current decline from peak	-1.41%	-0.44%	-0.97%
Average Drawdown Average peak-to-trough decline	-2.60%	-2.43%	-0.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.31%	2.20%	+1.11%

Volatility

DFSI vs. JHID - Volatility Comparison

Dimensional International Sustainability Core 1 ETF (DFSI) has a higher volatility of 3.64% compared to John Hancock International High Dividend ETF (JHID) at 3.19%. This indicates that DFSI'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.

Volatility by Period

	DFSI	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.64%	3.19%	+0.45%
Volatility (6M) Calculated over the trailing 6-month period	13.38%	11.09%	+2.29%
Volatility (1Y) Calculated over the trailing 1-year period	15.41%	13.03%	+2.38%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.26%	13.90%	+1.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.26%	13.90%	+1.36%

DFSI vs. JHID - Expense Ratio Comparison

DFSI has a 0.24% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

DFSI vs. JHID - Dividend Comparison

DFSI's dividend yield for the trailing twelve months is around 2.20%, less than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022
DFSI Dimensional International Sustainability Core 1 ETF	2.20%	2.23%	2.39%	2.10%	0.18%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%	0.00%

Frequently Asked Questions

Can I hold both DFSI and JHID in my portfolio?

With a correlation of 0.92, DFSI 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, DFSI or JHID?

DFSI has higher volatility (3.64%) compared to JHID (3.19%). In terms of maximum drawdown, DFSI dropped -12.82% vs JHID's -12.42%.

Which ETF is better, DFSI or JHID?

On 3-year performance, JHID leads with 19.96% vs 16.21% for DFSI. On fees, DFSI is cheaper at 0.24% 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, DFSI or JHID?

Over the 3-year period, JHID has performed better with a 19.96% return vs 16.21%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, DFSI or JHID?

DFSI is cheaper with a 0.24% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 3.42%, compared with 2.20% for DFSI.

What is the main difference between DFSI and JHID?

They also come from different issuers: Dimensional and John Hancock. Their fees differ too: 0.24% for DFSI and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 1.25), 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.