FEDM vs. JHID
Compare and contrast key facts about FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) and John Hancock International High Dividend ETF (JHID).
FEDM and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. FEDM is a passively managed fund by FlexShares that tracks the performance of the Northern Trust ESG & Climate Developed Markets ex-US Core Index - Benchmark TR Net. It was launched on Sep 20, 2021. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
FEDM vs. JHID - Performance Comparison
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FEDM vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 0.51% | 26.85% | 2.85% | 17.39% | -0.45% |
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, FEDM achieves a 0.51% return, which is significantly lower than JHID's 8.13% return.
FEDM
- 1D
- 1.27%
- 1M
- -5.09%
- YTD
- 0.51%
- 6M
- 3.68%
- 1Y
- 20.30%
- 3Y*
- 12.43%
- 5Y*
- —
- 10Y*
- —
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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FEDM vs. JHID - Expense Ratio Comparison
FEDM has a 0.12% expense ratio, which is lower than JHID's 0.46% expense ratio.
Return for Risk
FEDM vs. JHID — Risk / Return Rank
FEDM
JHID
FEDM vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) 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.
| FEDM | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.10 | 2.57 | -1.47 |
Sortino ratioReturn per unit of downside risk | 1.64 | 3.35 | -1.71 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.52 | -0.29 |
Calmar ratioReturn relative to maximum drawdown | 1.72 | 3.81 | -2.09 |
Martin ratioReturn relative to average drawdown | 6.47 | 16.46 | -9.99 |
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
| FEDM | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.10 | 2.57 | -1.47 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 1.55 | -1.15 |
Correlation
The correlation between FEDM and JHID is 0.90, 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
FEDM vs. JHID - Dividend Comparison
FEDM's dividend yield for the trailing twelve months is around 2.98%, which matches JHID's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
FEDM FlexShares ESG & Climate Developed Markets ex-US Core Index Fund | 2.98% | 2.97% | 2.94% | 2.61% | 2.53% | 0.62% |
JHID John Hancock International High Dividend ETF | 3.01% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% |
Drawdowns
FEDM vs. JHID - Drawdown Comparison
The maximum FEDM drawdown since its inception was -29.37%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for FEDM and JHID.
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Drawdown Indicators
| FEDM | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -29.37% | -12.42% | -16.95% |
Max Drawdown (1Y)Largest decline over 1 year | -11.92% | -10.23% | -1.69% |
Current DrawdownCurrent decline from peak | -7.11% | -3.80% | -3.31% |
Average DrawdownAverage peak-to-trough decline | -7.14% | -2.53% | -4.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 2.37% | +0.80% |
Volatility
FEDM vs. JHID - Volatility Comparison
FlexShares ESG & Climate Developed Markets ex-US Core Index Fund (FEDM) has a higher volatility of 7.48% compared to John Hancock International High Dividend ETF (JHID) at 6.09%. This indicates that FEDM'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
| FEDM | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 6.09% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 12.93% | 9.44% | +3.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.54% | 15.16% | +3.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.40% | 13.88% | +2.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 16.40% | 13.88% | +2.52% |