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EAFG vs. JHID
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

EAFG vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) 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, EAFG achieves a 8.64% return, which is significantly lower than JHID's 14.58% return.


EAFG

1D
-1.72%
1M
-4.32%
6M
4.28%
YTD
8.64%
1Y
20.16%
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)

EAFG vs. JHID - Yearly Performance Comparison


Correlation

The correlation between EAFG and JHID is 0.82, 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

0.82

Correlation (All Time)
Calculated using the full available price history since Mar 21, 2024

0.82

The correlation between EAFG and JHID has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

EAFG vs. JHID - Sectors Allocation Comparison


Sectors
EAFG
JHID

Technology

33.7%
9.6%

Industrials

14.7%
15.7%

Healthcare

14.0%
6.4%

Basic Materials

9.2%
6.6%

Consumer Cyclical

8.0%
4.8%

Communication Services

7.9%
2.8%

Consumer Defensive

3.6%
7.9%

Energy

2.5%
6.0%

Utilities

1.8%
5.8%

Financial Services

0.6%
28.6%

Real Estate

-

5.8%

Technology

EAFG
33.7%
JHID
9.6%

Industrials

EAFG
14.7%
JHID
15.7%

Healthcare

EAFG
14.0%
JHID
6.4%

Basic Materials

EAFG
9.2%
JHID
6.6%

Consumer Cyclical

EAFG
8.0%
JHID
4.8%

Communication Services

EAFG
7.9%
JHID
2.8%

Consumer Defensive

EAFG
3.6%
JHID
7.9%

Energy

EAFG
2.5%
JHID
6.0%

Utilities

EAFG
1.8%
JHID
5.8%

Financial Services

EAFG
0.6%
JHID
28.6%

Real Estate

EAFG

-

JHID
5.8%

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Return for Risk

EAFG vs. JHID — Risk / Return Rank

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

EAFG
EAFG Risk / Return Rank: 3737
Overall Rank
EAFG Sharpe Ratio Rank: 3636
Sharpe Ratio Rank
EAFG Sortino Ratio Rank: 3434
Sortino Ratio Rank
EAFG Omega Ratio Rank: 3434
Omega Ratio Rank
EAFG Calmar Ratio Rank: 3838
Calmar Ratio Rank
EAFG Martin Ratio Rank: 4343
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.

EAFG vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) 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.


EAFGJHIDDifference
Sharpe ratioReturn per unit of total volatility

-1.38

Sortino ratioReturn per unit of downside risk

-1.91

Omega ratioGain probability vs. loss probability

1.19

1.44

-0.25

Calmar ratioReturn relative to maximum drawdown

1.59

3.78

-2.19

Martin ratioReturn relative to average drawdown

5.59

14.44

-8.84

EAFG vs. JHID - Sharpe Ratio Comparison

The current EAFG Sharpe Ratio is 1.06, which is lower than the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of EAFG 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

EAFG vs. JHID - Drawdown Comparison

The maximum EAFG drawdown since its inception was -16.47%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EAFG and JHID.


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Drawdown Indicators


EAFGJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-16.47%

-12.42%

-4.05%

Max Drawdown (1Y)

Largest decline over 1 year

-12.71%

-8.42%

-4.29%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-6.00%

-0.44%

-5.56%

Average Drawdown

Average peak-to-trough decline

-3.19%

-2.43%

-0.76%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.62%

2.20%

+1.42%

Volatility

EAFG vs. JHID - Volatility Comparison

Pacer Developed Markets Cash Cows Growth Leaders ETF (EAFG) has a higher volatility of 6.78% compared to John Hancock International High Dividend ETF (JHID) at 3.19%. This indicates that EAFG'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


EAFGJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.78%

3.19%

+3.59%

Volatility (6M)

Calculated over the trailing 6-month period

16.82%

11.09%

+5.73%

Volatility (1Y)

Calculated over the trailing 1-year period

19.06%

13.03%

+6.03%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.81%

13.90%

+3.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.81%

13.90%

+3.91%

EAFG vs. JHID - Expense Ratio Comparison

EAFG has a 0.65% expense ratio, which is higher than JHID's 0.46% expense ratio.


Dividends

EAFG vs. JHID - Dividend Comparison

EAFG's dividend yield for the trailing twelve months is around 2.01%, less than JHID's 3.42% yield.


PositionTTM202520242023
EAFG
Pacer Developed Markets Cash Cows Growth Leaders ETF
2.01%1.31%1.99%0.00%
JHID
John Hancock International High Dividend ETF
3.42%3.13%5.15%5.23%

Frequently Asked Questions


EAFG and JHID have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EAFG has higher volatility (6.78%) compared to JHID (3.19%). In terms of maximum drawdown, EAFG dropped -16.47% vs JHID's -12.42%.

On 1-year performance, JHID leads with 31.71% vs 20.16% for EAFG. On fees, JHID is cheaper at 0.46% 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.

Over the 1-year period, JHID has performed better with a 31.71% return vs 20.16%. 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 0.65% for EAFG.

JHID has the higher dividend yield at 3.42%, compared with 2.01% for EAFG.

They also come from different issuers: Pacer and John Hancock. Their fees differ too: 0.65% for EAFG and 0.46% for JHID.

JHID currently has the higher Sharpe Ratio (2.45 vs 1.06), 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

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