FLKR vs. JHID

Last updated Jun 13, 2026

FLKR (Franklin FTSE South Korea ETF) and JHID (John Hancock International High Dividend ETF) are both exchange-traded funds - FLKR is a Asia Pacific Equities fund tracking the FTSE South Korea RIC Capped Index, while JHID is a Foreign Large Cap Equities fund actively managed by John Hancock. FLKR is passively managed, while JHID is actively managed. Over the past 3 years, FLKR returned 45.52%/yr vs 21.55%/yr for JHID. A 0.58 correlation means they provide meaningful diversification when combined. FLKR charges 0.09%/yr vs 0.46%/yr for JHID.

Performance

FLKR vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Franklin FTSE South Korea ETF (FLKR) 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, FLKR achieves a 98.10% return, which is significantly higher than JHID's 14.44% return.

FLKR

• 1D: -0.69%
• 1M: 3.08%
• YTD: 98.10%
• 6M: 113.45%
• 1Y: 191.57%
• 3Y*: 45.52%
• 5Y*: 17.78%
• 10Y*: —

JHID

• 1D: 0.45%
• 1M: 0.36%
• YTD: 14.44%
• 6M: 15.78%
• 1Y: 33.27%
• 3Y*: 21.55%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

FLKR vs. JHID - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
FLKR Franklin FTSE South Korea ETF	98.10%	91.91%	-18.84%	19.16%	-2.11%
JHID John Hancock International High Dividend ETF	14.44%	41.47%	3.62%	19.47%	-0.42%

Correlation

The correlation between FLKR and JHID is 0.54, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.54
Correlation (3Y) Calculated over the trailing 3-year period	0.57
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.58

The correlation between FLKR and JHID has been stable across timeframes, ranging from 0.54 to 0.58 - a consistent structural relationship.

FLKR vs. JHID - Sectors Allocation Comparison

Sectors	FLKR	JHID
Technology	64.3%	8.8%
Industrials	12.8%	15.6%
Financial Services	7.6%	28.1%
Consumer Cyclical	6.0%	4.8%
Basic Materials	2.6%	6.3%
Healthcare	2.5%	6.5%
Communication Services	1.6%	2.7%
Consumer Defensive	1.5%	8.5%
Energy	0.4%	6.6%
Utilities	0.3%	6.1%
Real Estate	-	6.1%

Return for Risk

FLKR vs. JHID — Risk / Return Rank

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

FLKR

FLKR Risk / Return Rank: 95
FLKR Sharpe Ratio Rank: 97
FLKR Sortino Ratio Rank: 92
FLKR Omega Ratio Rank: 93
FLKR Calmar Ratio Rank: 96
FLKR Martin Ratio Rank: 95

JHID

JHID Risk / Return Rank: 84
JHID Sharpe Ratio Rank: 86
JHID Sortino Ratio Rank: 86
JHID Omega Ratio Rank: 84
JHID Calmar Ratio Rank: 81
JHID Martin Ratio Rank: 83

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.

FLKR vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Franklin FTSE South Korea ETF (FLKR) 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.

	FLKR	JHID	Difference
Sharpe ratio: Return per unit of total volatility	4.08	2.47	+1.61
Sortino ratio: Return per unit of downside risk	3.94	3.44	+0.50
Omega ratio: Gain probability vs. loss probability	1.58	1.44	+0.13
Calmar ratio: Return relative to maximum drawdown	8.11	3.83	+4.28
Martin ratio: Return relative to average drawdown	28.21	14.82	+13.39

FLKR vs. JHID - Sharpe Ratio Comparison

The current FLKR Sharpe Ratio is 4.08, which is higher than the JHID Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of FLKR 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

FLKR vs. JHID - Drawdown Comparison

The maximum FLKR drawdown since its inception was -50.06%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for FLKR and JHID.

Drawdown Indicators

	FLKR	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-50.06%	-12.42%	-37.64%
Max Drawdown (1Y) Largest decline over 1 year	-23.03%	-8.42%	-14.61%
Max Drawdown (3Y) Largest decline over 3 years	-26.39%	-12.42%	-13.97%
Max Drawdown (5Y) Largest decline over 5 years	-49.51%	—	—
Current Drawdown Current decline from peak	-9.25%	-0.21%	-9.04%
Average Drawdown Average peak-to-trough decline	-22.03%	-2.45%	-19.58%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.61%	2.18%	+4.43%

Volatility

FLKR vs. JHID - Volatility Comparison

Franklin FTSE South Korea ETF (FLKR) has a higher volatility of 25.85% compared to John Hancock International High Dividend ETF (JHID) at 4.46%. This indicates that FLKR'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.

Volatility by Period

	FLKR	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	25.85%	4.46%	+21.39%
Volatility (6M) Calculated over the trailing 6-month period	42.11%	10.86%	+31.25%
Volatility (1Y) Calculated over the trailing 1-year period	45.82%	13.06%	+32.76%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.58%	13.97%	+15.61%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.37%	13.97%	+14.40%

FLKR vs. JHID - Expense Ratio Comparison

FLKR has a 0.09% expense ratio, which is lower than JHID's 0.46% expense ratio.

Dividends

FLKR vs. JHID - Dividend Comparison

FLKR's dividend yield for the trailing twelve months is around 1.95%, less than JHID's 2.85% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017
FLKR Franklin FTSE South Korea ETF	1.95%	3.87%	7.08%	2.28%	3.13%	2.12%	0.99%	2.09%	1.86%	1.02%
JHID John Hancock International High Dividend ETF	2.85%	3.13%	5.15%	5.23%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both FLKR and JHID in my portfolio?

FLKR and JHID have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FLKR or JHID?

FLKR has higher volatility (25.85%) compared to JHID (4.46%). In terms of maximum drawdown, FLKR dropped -50.06% vs JHID's -12.42%.

Which ETF is better, FLKR or JHID?

On 3-year performance, FLKR leads with 45.52% vs 21.55% for JHID. On fees, FLKR is cheaper at 0.09% per year. On volatility, JHID has been the lower-risk option at 4.46%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, FLKR or JHID?

Over the 3-year period, FLKR has performed better with a 45.52% return vs 21.55%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, FLKR or JHID?

FLKR is cheaper with a 0.09% expense ratio, compared with 0.46% for JHID.

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

JHID has the higher dividend yield at 2.85%, compared with 1.95% for FLKR.

What is the main difference between FLKR and JHID?

FLKR is categorized as Asia Pacific Equities, while JHID is Foreign Large Cap Equities. They also come from different issuers: Franklin Templeton and John Hancock. Their fees differ too: 0.09% for FLKR and 0.46% for JHID.

Which has better risk-adjusted returns?

FLKR currently has the higher Sharpe Ratio (4.08 vs 2.47), 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.