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JHCB vs. JHID
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHCB vs. JHID - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Corporate Bond ETF (JHCB) and John Hancock International High Dividend ETF (JHID). The values are adjusted to include any dividend payments, if applicable.

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JHCB vs. JHID - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHCB
John Hancock Corporate Bond ETF
-0.63%8.02%2.75%8.89%-1.18%
JHID
John Hancock International High Dividend ETF
6.76%41.47%3.62%19.47%-0.60%

Returns By Period

In the year-to-date period, JHCB achieves a -0.63% return, which is significantly lower than JHID's 6.76% return.


JHCB

1D
0.71%
1M
-2.01%
YTD
-0.63%
6M
-0.12%
1Y
4.75%
3Y*
5.13%
5Y*
0.77%
10Y*

JHID

1D
2.62%
1M
-4.53%
YTD
6.76%
6M
14.52%
1Y
37.21%
3Y*
20.10%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHCB vs. JHID - Expense Ratio Comparison

JHCB has a 0.29% expense ratio, which is lower than JHID's 0.46% expense ratio.


Return for Risk

JHCB vs. JHID — Risk / Return Rank

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

JHCB
JHCB Risk / Return Rank: 4343
Overall Rank
JHCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JHCB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JHCB Omega Ratio Rank: 4141
Omega Ratio Rank
JHCB Calmar Ratio Rank: 4444
Calmar Ratio Rank
JHCB Martin Ratio Rank: 4242
Martin Ratio Rank

JHID
JHID Risk / Return Rank: 9595
Overall Rank
JHID Sharpe Ratio Rank: 9595
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.

JHCB vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Corporate Bond ETF (JHCB) 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.


JHCBJHIDDifference

Sharpe ratio

Return per unit of total volatility

0.85

2.47

-1.62

Sortino ratio

Return per unit of downside risk

1.16

3.24

-2.07

Omega ratio

Gain probability vs. loss probability

1.16

1.50

-0.34

Calmar ratio

Return relative to maximum drawdown

1.17

3.50

-2.33

Martin ratio

Return relative to average drawdown

4.00

15.19

-11.19

JHCB vs. JHID - Sharpe Ratio Comparison

The current JHCB Sharpe Ratio is 0.85, which is lower than the JHID Sharpe Ratio of 2.47. The chart below compares the historical Sharpe Ratios of JHCB 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


JHCBJHIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

2.47

-1.62

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

1.52

-1.39

Correlation

The correlation between JHCB and JHID is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JHCB vs. JHID - Dividend Comparison

JHCB's dividend yield for the trailing twelve months is around 4.99%, more than JHID's 3.05% yield.


TTM20252024202320222021
JHCB
John Hancock Corporate Bond ETF
4.99%4.92%5.02%4.35%3.86%2.41%
JHID
John Hancock International High Dividend ETF
3.05%3.13%5.15%5.23%0.00%0.00%

Drawdowns

JHCB vs. JHID - Drawdown Comparison

The maximum JHCB drawdown since its inception was -22.61%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for JHCB and JHID.


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Drawdown Indicators


JHCBJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-12.42%

-10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-10.23%

+6.07%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

Current Drawdown

Current decline from peak

-2.02%

-5.03%

+3.01%

Average Drawdown

Average peak-to-trough decline

-8.45%

-2.53%

-5.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

2.36%

-1.15%

Volatility

JHCB vs. JHID - Volatility Comparison

The current volatility for John Hancock Corporate Bond ETF (JHCB) is 2.26%, while John Hancock International High Dividend ETF (JHID) has a volatility of 6.53%. This indicates that JHCB experiences smaller price fluctuations and is considered to be less risky 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


JHCBJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

6.53%

-4.27%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

9.37%

-6.25%

Volatility (1Y)

Calculated over the trailing 1-year period

5.62%

15.16%

-9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

13.88%

-6.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

13.88%

-6.93%