INTF vs. JHID
Compare and contrast key facts about iShares MSCI Intl Multifactor ETF (INTF) and John Hancock International High Dividend ETF (JHID).
INTF and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. INTF is a passively managed fund by iShares that tracks the performance of the MSCI World ex USA Diversified Multi-Factor. It was launched on Apr 28, 2015. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
INTF vs. JHID - Performance Comparison
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INTF vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 4.24% | 35.50% | 5.99% | 18.25% | -0.44% |
JHID John Hancock International High Dividend ETF | 7.69% | 41.47% | 3.62% | 19.47% | -0.60% |
Returns By Period
In the year-to-date period, INTF achieves a 4.24% return, which is significantly lower than JHID's 7.69% return.
INTF
- 1D
- -0.71%
- 1M
- -0.98%
- YTD
- 4.24%
- 6M
- 10.02%
- 1Y
- 30.73%
- 3Y*
- 17.67%
- 5Y*
- 10.12%
- 10Y*
- 8.85%
JHID
- 1D
- -0.41%
- 1M
- 0.23%
- YTD
- 7.69%
- 6M
- 14.76%
- 1Y
- 37.83%
- 3Y*
- 20.10%
- 5Y*
- —
- 10Y*
- —
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INTF vs. JHID - Expense Ratio Comparison
INTF has a 0.30% expense ratio, which is lower than JHID's 0.46% expense ratio.
Return for Risk
INTF vs. JHID — Risk / Return Rank
INTF
JHID
INTF vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares MSCI Intl Multifactor ETF (INTF) 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.
| INTF | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.73 | 2.51 | -0.77 |
Sortino ratioReturn per unit of downside risk | 2.40 | 3.28 | -0.88 |
Omega ratioGain probability vs. loss probability | 1.35 | 1.50 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | 2.83 | 3.74 | -0.91 |
Martin ratioReturn relative to average drawdown | 11.43 | 16.05 | -4.61 |
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
| INTF | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.73 | 2.51 | -0.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 1.53 | -1.11 |
Correlation
The correlation between INTF and JHID is 0.94, 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
INTF vs. JHID - Dividend Comparison
INTF's dividend yield for the trailing twelve months is around 2.75%, less than JHID's 3.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
INTF iShares MSCI Intl Multifactor ETF | 2.75% | 2.87% | 3.53% | 3.59% | 2.81% | 5.38% | 2.06% | 3.65% | 2.62% | 3.26% | 1.66% | 0.85% |
JHID John Hancock International High Dividend ETF | 3.02% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
INTF vs. JHID - Drawdown Comparison
The maximum INTF drawdown since its inception was -40.39%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for INTF and JHID.
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Drawdown Indicators
| INTF | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.39% | -12.42% | -27.97% |
Max Drawdown (1Y)Largest decline over 1 year | -10.20% | -9.01% | -1.19% |
Max Drawdown (5Y)Largest decline over 5 years | -29.26% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -40.39% | — | — |
Current DrawdownCurrent decline from peak | -5.77% | -4.20% | -1.57% |
Average DrawdownAverage peak-to-trough decline | -7.79% | -2.53% | -5.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.73% | 2.38% | +0.35% |
Volatility
INTF vs. JHID - Volatility Comparison
iShares MSCI Intl Multifactor ETF (INTF) has a higher volatility of 7.15% compared to John Hancock International High Dividend ETF (JHID) at 6.03%. This indicates that INTF'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
| INTF | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.15% | 6.03% | +1.12% |
Volatility (6M)Calculated over the trailing 6-month period | 11.08% | 9.44% | +1.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.83% | 15.17% | +2.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.06% | 13.88% | +2.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.29% | 13.88% | +3.41% |