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FFGX vs. JHID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

FFGX vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Fidelity Fundamental Global ex-U.S. ETF (FFGX) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

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FFGX vs. JHID - Yearly Performance Comparison


2026 (YTD)20252024
FFGX
Fidelity Fundamental Global ex-U.S. ETF
2.18%27.85%-2.87%
JHID
John Hancock International High Dividend ETF
8.13%41.47%-1.19%

Returns By Period

In the year-to-date period, FFGX achieves a 2.18% return, which is significantly lower than JHID's 8.13% return.


FFGX

1D
1.94%
1M
-5.33%
YTD
2.18%
6M
4.36%
1Y
22.52%
3Y*
5Y*
10Y*

JHID

1D
1.29%
1M
-2.07%
YTD
8.13%
6M
15.27%
1Y
38.80%
3Y*
20.61%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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FFGX vs. JHID - Expense Ratio Comparison

FFGX has a 0.55% expense ratio, which is higher than JHID's 0.46% expense ratio.


Return for Risk

FFGX vs. JHID — Risk / Return Rank

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

FFGX
FFGX Risk / Return Rank: 6363
Overall Rank
FFGX Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
FFGX Sortino Ratio Rank: 6363
Sortino Ratio Rank
FFGX Omega Ratio Rank: 6363
Omega Ratio Rank
FFGX Calmar Ratio Rank: 6464
Calmar Ratio Rank
FFGX Martin Ratio Rank: 6262
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 9595
Overall Rank
JHID Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9696
Sortino Ratio Rank
JHID Omega Ratio Rank: 9696
Omega Ratio Rank
JHID Calmar Ratio Rank: 9393
Calmar Ratio Rank
JHID Martin Ratio Rank: 9595
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.

FFGX vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Fidelity Fundamental Global ex-U.S. ETF (FFGX) 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.


FFGXJHIDDifference

Sharpe ratio

Return per unit of total volatility

1.17

2.57

-1.40

Sortino ratio

Return per unit of downside risk

1.69

3.35

-1.66

Omega ratio

Gain probability vs. loss probability

1.24

1.52

-0.27

Calmar ratio

Return relative to maximum drawdown

1.77

3.81

-2.04

Martin ratio

Return relative to average drawdown

6.87

16.46

-9.59

FFGX vs. JHID - Sharpe Ratio Comparison

The current FFGX Sharpe Ratio is 1.17, which is lower than the JHID Sharpe Ratio of 2.57. The chart below compares the historical Sharpe Ratios of FFGX and JHID, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


FFGXJHIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.17

2.57

-1.40

Sharpe Ratio (All Time)

Calculated using the full available price history

1.06

1.55

-0.49

Correlation

The correlation between FFGX and JHID is 0.85, 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

FFGX vs. JHID - Dividend Comparison

FFGX's dividend yield for the trailing twelve months is around 1.57%, less than JHID's 3.01% yield.


TTM202520242023
FFGX
Fidelity Fundamental Global ex-U.S. ETF
1.57%1.62%0.40%0.00%
JHID
John Hancock International High Dividend ETF
3.01%3.13%5.15%5.23%

Drawdowns

FFGX vs. JHID - Drawdown Comparison

The maximum FFGX drawdown since its inception was -14.79%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for FFGX and JHID.


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Drawdown Indicators


FFGXJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-14.79%

-12.42%

-2.37%

Max Drawdown (1Y)

Largest decline over 1 year

-12.86%

-10.23%

-2.63%

Current Drawdown

Current decline from peak

-7.63%

-3.80%

-3.83%

Average Drawdown

Average peak-to-trough decline

-2.11%

-2.53%

+0.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.32%

2.37%

+0.95%

Volatility

FFGX vs. JHID - Volatility Comparison

Fidelity Fundamental Global ex-U.S. ETF (FFGX) has a higher volatility of 9.51% compared to John Hancock International High Dividend ETF (JHID) at 6.09%. This indicates that FFGX'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


FFGXJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

9.51%

6.09%

+3.42%

Volatility (6M)

Calculated over the trailing 6-month period

13.48%

9.44%

+4.04%

Volatility (1Y)

Calculated over the trailing 1-year period

19.37%

15.16%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.37%

13.88%

+4.49%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

18.37%

13.88%

+4.49%