Correlation
The correlation between JDIUX and IDHQ is 0.69, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
JDIUX vs. IDHQ
Compare and contrast key facts about John Hancock Disciplined Value International Fund (JDIUX) and Invesco S&P International Developed High Quality ETF (IDHQ).
JDIUX is managed by John Hancock. It was launched on Dec 29, 2011. IDHQ is a passively managed fund by Invesco that tracks the performance of the IDHQ-US - S&P Quality Developed Ex-U.S. LargeMidCap Index. It was launched on Jun 13, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JDIUX or IDHQ.
Performance
JDIUX vs. IDHQ - Performance Comparison
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Key characteristics
JDIUX:
0.05
IDHQ:
0.49
JDIUX:
0.12
IDHQ:
0.74
JDIUX:
1.02
IDHQ:
1.10
JDIUX:
0.00
IDHQ:
0.54
JDIUX:
0.00
IDHQ:
1.40
JDIUX:
9.94%
IDHQ:
5.45%
JDIUX:
18.87%
IDHQ:
17.39%
JDIUX:
-45.52%
IDHQ:
-73.84%
JDIUX:
-4.32%
IDHQ:
-0.55%
Returns By Period
In the year-to-date period, JDIUX achieves a 20.39% return, which is significantly higher than IDHQ's 15.16% return. Over the past 10 years, JDIUX has underperformed IDHQ with an annualized return of 3.72%, while IDHQ has yielded a comparatively higher 6.90% annualized return.
JDIUX
20.39%
5.27%
5.31%
0.90%
5.74%
10.94%
3.72%
IDHQ
15.16%
3.95%
10.42%
8.45%
10.06%
8.80%
6.90%
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JDIUX vs. IDHQ - Expense Ratio Comparison
JDIUX has a 0.84% expense ratio, which is higher than IDHQ's 0.29% expense ratio.
Risk-Adjusted Performance
JDIUX vs. IDHQ — Risk-Adjusted Performance Rank
JDIUX
IDHQ
JDIUX vs. IDHQ - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Fund (JDIUX) and Invesco S&P International Developed High Quality ETF (IDHQ). 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.
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Dividends
JDIUX vs. IDHQ - Dividend Comparison
JDIUX's dividend yield for the trailing twelve months is around 9.94%, more than IDHQ's 2.23% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JDIUX John Hancock Disciplined Value International Fund | 9.94% | 11.97% | 7.25% | 2.56% | 3.45% | 1.52% | 2.51% | 4.68% | 2.81% | 1.60% | 1.35% | 6.19% |
IDHQ Invesco S&P International Developed High Quality ETF | 2.23% | 2.41% | 2.52% | 3.32% | 2.10% | 1.60% | 2.10% | 2.67% | 1.68% | 2.36% | 1.71% | 1.75% |
Drawdowns
JDIUX vs. IDHQ - Drawdown Comparison
The maximum JDIUX drawdown since its inception was -45.52%, smaller than the maximum IDHQ drawdown of -73.84%. Use the drawdown chart below to compare losses from any high point for JDIUX and IDHQ.
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Volatility
JDIUX vs. IDHQ - Volatility Comparison
The current volatility for John Hancock Disciplined Value International Fund (JDIUX) is 2.86%, while Invesco S&P International Developed High Quality ETF (IDHQ) has a volatility of 3.34%. This indicates that JDIUX experiences smaller price fluctuations and is considered to be less risky than IDHQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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