EFV vs. JHID

Last updated Jul 17, 2026

EFV (iShares MSCI EAFE Value ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. EFV is passively managed, while JHID is actively managed. Over the past 3 years, EFV returned 21.68%/yr vs 19.96%/yr for JHID. With a 0.96 correlation, they move nearly in lockstep. EFV charges 0.31%/yr vs 0.46%/yr for JHID.

Performance

EFV vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares MSCI EAFE Value ETF (EFV) 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, EFV achieves a 13.04% return, which is significantly lower than JHID's 14.58% return.

EFV

• 1D: -0.51%
• 1M: 1.58%
• 6M: 10.08%
• YTD: 13.04%
• 1Y: 30.75%
• 3Y*: 21.68%
• 5Y*: 14.06%
• 10Y*: 10.28%

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)

EFV vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
EFV iShares MSCI EAFE Value ETF	13.04%	42.22%	5.35%	18.85%	0.84%
JHID John Hancock International High Dividend ETF	14.58%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between EFV and JHID is 0.95 - these two move nearly in lockstep. At this level, holding both provides almost no diversification benefit. If you already own one, adding the other does little to reduce portfolio risk.

	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	0.96

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

EFV vs. JHID - Sectors Allocation Comparison

Sectors	EFV	JHID
Financial Services	37.7%	28.6%
Industrials	10.4%	15.7%
Consumer Defensive	9.2%	7.9%
Healthcare	7.4%	6.4%
Energy	6.8%	6.0%
Basic Materials	6.4%	6.6%
Consumer Cyclical	6.1%	4.8%
Utilities	5.9%	5.8%
Communication Services	4.4%	2.8%
Technology	3.0%	9.6%
Real Estate	2.8%	5.8%

Return for Risk

EFV vs. JHID — Risk / Return Rank

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

EFV

EFV Risk / Return Rank: 78
EFV Sharpe Ratio Rank: 84
EFV Sortino Ratio Rank: 83
EFV Omega Ratio Rank: 82
EFV Calmar Ratio Rank: 70
EFV Martin Ratio Rank: 72

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.

EFV vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares MSCI EAFE Value ETF (EFV) 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.

	EFV	JHID	Difference
Sharpe ratio: Return per unit of total volatility	2.14	2.45	-0.30
Sortino ratio: Return per unit of downside risk	2.98	3.42	-0.45
Omega ratio: Gain probability vs. loss probability	1.39	1.44	-0.05
Calmar ratio: Return relative to maximum drawdown	2.83	3.78	-0.95
Martin ratio: Return relative to average drawdown	10.42	14.44	-4.02

EFV vs. JHID - Sharpe Ratio Comparison

The current EFV Sharpe Ratio is 2.14, which is comparable to the JHID Sharpe Ratio of 2.45. The chart below compares the historical Sharpe Ratios of EFV 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

EFV vs. JHID - Drawdown Comparison

The maximum EFV drawdown since its inception was -63.94%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EFV and JHID.

Drawdown Indicators

	EFV	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-63.94%	-12.42%	-51.52%
Max Drawdown (1Y) Largest decline over 1 year	-10.90%	-8.42%	-2.48%
Max Drawdown (3Y) Largest decline over 3 years	-13.72%	-12.42%	-1.30%
Max Drawdown (5Y) Largest decline over 5 years	-25.84%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-43.16%	—	—
Current Drawdown Current decline from peak	-0.51%	-0.44%	-0.07%
Average Drawdown Average peak-to-trough decline	-14.75%	-2.43%	-12.32%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.96%	2.20%	+0.76%

Volatility

EFV vs. JHID - Volatility Comparison

iShares MSCI EAFE Value ETF (EFV) and John Hancock International High Dividend ETF (JHID) have volatilities of 3.21% 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

	EFV	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.21%	3.19%	+0.02%
Volatility (6M) Calculated over the trailing 6-month period	12.16%	11.09%	+1.07%
Volatility (1Y) Calculated over the trailing 1-year period	14.44%	13.03%	+1.41%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	15.95%	13.90%	+2.05%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	17.44%	13.90%	+3.54%

EFV vs. JHID - Expense Ratio Comparison

EFV has a 0.31% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

EFV vs. JHID - Dividend Comparison

EFV's dividend yield for the trailing twelve months is around 4.65%, more than JHID's 3.42% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
EFV iShares MSCI EAFE Value ETF	4.65%	4.16%	4.66%	4.36%	4.17%	4.07%	2.42%	4.62%	4.56%	3.56%	3.28%	3.59%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both EFV and JHID in my portfolio?

With a correlation of 0.95, EFV 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, EFV or JHID?

EFV has higher volatility (3.21%) compared to JHID (3.19%). In terms of maximum drawdown, EFV dropped -63.94% vs JHID's -12.42%.

Which ETF is better, EFV or JHID?

On 3-year performance, EFV leads with 21.68% vs 19.96% for JHID. On fees, EFV is cheaper at 0.31% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, EFV or JHID?

Over the 3-year period, EFV has performed better with a 21.68% return vs 19.96%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, EFV or JHID?

EFV is cheaper with a 0.31% expense ratio, compared with 0.46% for JHID.

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

EFV has the higher dividend yield at 4.65%, compared with 3.42% for JHID.

What is the main difference between EFV and JHID?

They also come from different issuers: iShares and John Hancock. Their fees differ too: 0.31% for EFV and 0.46% for JHID.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 2.14), 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.