EPIN vs. JHID
EPIN (Harbor International Equity ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, EPIN returned 34.90% vs 31.71% for JHID. Their correlation of 0.82 suggests significant overlap in exposure. EPIN charges 0.80%/yr vs 0.46%/yr for JHID.
Performance
EPIN vs. JHID - Performance Comparison
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Returns By Period
In the year-to-date period, EPIN achieves a 21.71% return, which is significantly higher than JHID's 14.58% return.
EPIN
- 1D
- -1.31%
- 1M
- -1.48%
- 6M
- 14.51%
- YTD
- 21.71%
- 1Y
- 34.90%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHID
- 1D
- -0.44%
- 1M
- -0.18%
- 6M
- 10.79%
- YTD
- 14.58%
- 1Y
- 31.71%
- 3Y*
- 19.96%
- 5Y*
- —
- 10Y*
- —
EPIN vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
EPIN Harbor International Equity ETF | 21.71% | 14.36% |
JHID John Hancock International High Dividend ETF | 14.58% | 17.60% |
Correlation
The correlation between EPIN 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 Jun 5, 2025 | 0.82 |
The correlation between EPIN and JHID has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.
EPIN vs. JHID - Sectors Allocation Comparison
Sectors
EPIN
JHID
Technology
Industrials
Financial Services
Basic Materials
Healthcare
Consumer Cyclical
Energy
Consumer Defensive
Communication Services
Real Estate
-
Utilities
-
Technology
EPIN
JHID
Industrials
EPIN
JHID
Financial Services
EPIN
JHID
Basic Materials
EPIN
JHID
Healthcare
EPIN
JHID
Consumer Cyclical
EPIN
JHID
Energy
EPIN
JHID
Consumer Defensive
EPIN
JHID
Communication Services
EPIN
JHID
Real Estate
EPIN
-
JHID
Utilities
EPIN
-
JHID
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Return for Risk
EPIN vs. JHID — Risk / Return Rank
EPIN
JHID
EPIN vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Harbor International Equity ETF (EPIN) 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.
| EPIN | JHID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.60 | ||
| Sortino ratioReturn per unit of downside risk | -0.90 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.44 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 3.01 | 3.78 | -0.77 |
| Martin ratioReturn relative to average drawdown | 11.10 | 14.44 | -3.33 |
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Drawdowns
EPIN vs. JHID - Drawdown Comparison
The maximum EPIN drawdown since its inception was -11.64%, smaller than the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for EPIN and JHID.
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Drawdown Indicators
| EPIN | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -11.64% | -12.42% | +0.78% |
Max Drawdown (1Y)Largest decline over 1 year | -11.64% | -8.42% | -3.22% |
Max Drawdown (3Y)Largest decline over 3 years | — | -12.42% | — |
Current DrawdownCurrent decline from peak | -3.78% | -0.44% | -3.34% |
Average DrawdownAverage peak-to-trough decline | -1.84% | -2.43% | +0.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.15% | 2.20% | +0.95% |
Volatility
EPIN vs. JHID - Volatility Comparison
Harbor International Equity ETF (EPIN) has a higher volatility of 5.63% compared to John Hancock International High Dividend ETF (JHID) at 3.19%. This indicates that EPIN'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
| EPIN | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.63% | 3.19% | +2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 16.97% | 11.09% | +5.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.04% | 13.03% | +6.01% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.47% | 13.90% | +4.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.47% | 13.90% | +4.57% |
EPIN vs. JHID - Expense Ratio Comparison
EPIN has a 0.80% expense ratio, which is higher than JHID's 0.46% expense ratio.
Dividends
EPIN vs. JHID - Dividend Comparison
EPIN's dividend yield for the trailing twelve months is around 0.65%, less than JHID's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 |
|---|---|---|---|---|
EPIN Harbor International Equity ETF | 0.65% | 0.79% | 0.00% | 0.00% |
JHID John Hancock International High Dividend ETF | 3.42% | 3.13% | 5.15% | 5.23% |
Frequently Asked Questions
EPIN 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.
EPIN has higher volatility (5.63%) compared to JHID (3.19%). In terms of maximum drawdown, EPIN dropped -11.64% vs JHID's -12.42%.
On 1-year performance, EPIN leads with 34.90% vs 31.71% for JHID. 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, EPIN has performed better with a 34.90% return vs 31.71%. 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 0.80% for EPIN.
JHID has the higher dividend yield at 3.42%, compared with 0.65% for EPIN.
They also come from different issuers: Harbor and John Hancock. Their fees differ too: 0.80% for EPIN and 0.46% for JHID.
JHID currently has the higher Sharpe Ratio (2.45 vs 1.84), 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.
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