EFAD vs. JHID
Compare and contrast key facts about ProShares MSCI EAFE Dividend Growers ETF (EFAD) and John Hancock International High Dividend ETF (JHID).
EFAD and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. EFAD is a passively managed fund by ProShares that tracks the performance of the MSCI EAFE Dividend Masters Index. It was launched on Aug 19, 2014. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
EFAD vs. JHID - Performance Comparison
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EFAD vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | -0.94% | 15.87% | -1.88% | 11.91% | -0.14% |
JHID John Hancock International High Dividend ETF | 8.13% | 41.47% | 3.62% | 19.47% | -0.60% |
Returns By Period
In the year-to-date period, EFAD achieves a -0.94% return, which is significantly lower than JHID's 8.13% return.
EFAD
- 1D
- -0.64%
- 1M
- -1.89%
- YTD
- -0.94%
- 6M
- -1.55%
- 1Y
- 9.22%
- 3Y*
- 5.70%
- 5Y*
- 1.18%
- 10Y*
- 4.05%
JHID
- 1D
- 1.29%
- 1M
- -2.07%
- YTD
- 8.13%
- 6M
- 15.27%
- 1Y
- 38.80%
- 3Y*
- 20.61%
- 5Y*
- —
- 10Y*
- —
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EFAD vs. JHID - Expense Ratio Comparison
EFAD has a 0.50% expense ratio, which is higher than JHID's 0.46% expense ratio.
Return for Risk
EFAD vs. JHID — Risk / Return Rank
EFAD
JHID
EFAD vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares MSCI EAFE Dividend Growers ETF (EFAD) 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.
| EFAD | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.64 | 2.57 | -1.93 |
Sortino ratioReturn per unit of downside risk | 0.98 | 3.35 | -2.38 |
Omega ratioGain probability vs. loss probability | 1.13 | 1.52 | -0.39 |
Calmar ratioReturn relative to maximum drawdown | 0.90 | 3.81 | -2.91 |
Martin ratioReturn relative to average drawdown | 3.21 | 16.46 | -13.25 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| EFAD | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.64 | 2.57 | -1.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.26 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.16 | 1.55 | -1.38 |
Correlation
The correlation between EFAD and JHID is 0.84, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
EFAD vs. JHID - Dividend Comparison
EFAD's dividend yield for the trailing twelve months is around 2.91%, less than JHID's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EFAD ProShares MSCI EAFE Dividend Growers ETF | 2.91% | 2.83% | 2.64% | 2.29% | 1.76% | 2.98% | 1.49% | 2.05% | 2.37% | 2.42% | 2.88% | 1.94% |
JHID John Hancock International High Dividend ETF | 3.01% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
EFAD vs. JHID - Drawdown Comparison
The maximum EFAD drawdown since its inception was -35.74%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EFAD and JHID.
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Drawdown Indicators
| EFAD | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.74% | -12.42% | -23.32% |
Max Drawdown (1Y)Largest decline over 1 year | -10.18% | -10.23% | +0.05% |
Max Drawdown (5Y)Largest decline over 5 years | -35.74% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -35.74% | — | — |
Current DrawdownCurrent decline from peak | -6.45% | -3.80% | -2.65% |
Average DrawdownAverage peak-to-trough decline | -10.41% | -2.53% | -7.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.85% | 2.37% | +0.48% |
Volatility
EFAD vs. JHID - Volatility Comparison
ProShares MSCI EAFE Dividend Growers ETF (EFAD) and John Hancock International High Dividend ETF (JHID) have volatilities of 6.33% and 6.09%, 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
| EFAD | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.33% | 6.09% | +0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 9.84% | 9.44% | +0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 14.43% | 15.16% | -0.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 14.26% | 13.88% | +0.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.62% | 13.88% | +1.74% |