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JDVI vs. FID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JDVI vs. FID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Disciplined Value International Select ETF (JDVI) and First Trust S&P International Dividend Aristocrats ETF (FID). The values are adjusted to include any dividend payments, if applicable.

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JDVI vs. FID - Yearly Performance Comparison


Returns By Period

In the year-to-date period, JDVI achieves a 2.69% return, which is significantly higher than FID's 2.15% return.


JDVI

1D
3.70%
1M
-8.44%
YTD
2.69%
6M
9.50%
1Y
33.37%
3Y*
5Y*
10Y*

FID

1D
2.22%
1M
-6.49%
YTD
2.15%
6M
8.16%
1Y
27.06%
3Y*
15.05%
5Y*
7.99%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JDVI vs. FID - Expense Ratio Comparison

JDVI has a 0.69% expense ratio, which is higher than FID's 0.60% expense ratio.


Return for Risk

JDVI vs. FID — Risk / Return Rank

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

JDVI
JDVI Risk / Return Rank: 8686
Overall Rank
JDVI Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
JDVI Sortino Ratio Rank: 8787
Sortino Ratio Rank
JDVI Omega Ratio Rank: 8787
Omega Ratio Rank
JDVI Calmar Ratio Rank: 8585
Calmar Ratio Rank
JDVI Martin Ratio Rank: 8484
Martin Ratio Rank

FID
FID Risk / Return Rank: 9292
Overall Rank
FID Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
FID Sortino Ratio Rank: 9393
Sortino Ratio Rank
FID Omega Ratio Rank: 9393
Omega Ratio Rank
FID Calmar Ratio Rank: 9090
Calmar Ratio Rank
FID Martin Ratio Rank: 8989
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.

JDVI vs. FID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Disciplined Value International Select ETF (JDVI) and First Trust S&P International Dividend Aristocrats ETF (FID). 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.


JDVIFIDDifference

Sharpe ratio

Return per unit of total volatility

1.81

2.16

-0.34

Sortino ratio

Return per unit of downside risk

2.41

2.84

-0.43

Omega ratio

Gain probability vs. loss probability

1.36

1.43

-0.06

Calmar ratio

Return relative to maximum drawdown

2.60

2.98

-0.38

Martin ratio

Return relative to average drawdown

10.02

11.27

-1.26

JDVI vs. FID - Sharpe Ratio Comparison

The current JDVI Sharpe Ratio is 1.81, which is comparable to the FID Sharpe Ratio of 2.16. The chart below compares the historical Sharpe Ratios of JDVI and FID, 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


JDVIFIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.81

2.16

-0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.47

Sharpe Ratio (All Time)

Calculated using the full available price history

1.25

0.35

+0.90

Correlation

The correlation between JDVI and FID is 0.75, 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

JDVI vs. FID - Dividend Comparison

JDVI's dividend yield for the trailing twelve months is around 2.36%, less than FID's 4.28% yield.


TTM20252024202320222021202020192018
JDVI
John Hancock Disciplined Value International Select ETF
2.36%2.43%1.87%0.00%0.00%0.00%0.00%0.00%0.00%
FID
First Trust S&P International Dividend Aristocrats ETF
4.28%4.30%4.31%4.19%4.22%3.76%3.91%3.70%1.74%

Drawdowns

JDVI vs. FID - Drawdown Comparison

The maximum JDVI drawdown since its inception was -14.97%, smaller than the maximum FID drawdown of -39.79%. Use the drawdown chart below to compare losses from any high point for JDVI and FID.


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Drawdown Indicators


JDVIFIDDifference

Max Drawdown

Largest peak-to-trough decline

-14.97%

-39.79%

+24.82%

Max Drawdown (1Y)

Largest decline over 1 year

-12.50%

-8.93%

-3.57%

Max Drawdown (5Y)

Largest decline over 5 years

-29.13%

Current Drawdown

Current decline from peak

-8.97%

-6.84%

-2.13%

Average Drawdown

Average peak-to-trough decline

-2.77%

-8.60%

+5.83%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.25%

2.36%

+0.89%

Volatility

JDVI vs. FID - Volatility Comparison

John Hancock Disciplined Value International Select ETF (JDVI) has a higher volatility of 8.45% compared to First Trust S&P International Dividend Aristocrats ETF (FID) at 4.96%. This indicates that JDVI's price experiences larger fluctuations and is considered to be riskier than FID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JDVIFIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.45%

4.96%

+3.49%

Volatility (6M)

Calculated over the trailing 6-month period

12.25%

7.37%

+4.88%

Volatility (1Y)

Calculated over the trailing 1-year period

18.49%

12.62%

+5.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

16.05%

17.03%

-0.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

16.05%

19.10%

-3.05%