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JHCP vs. RFDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHCP vs. RFDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Core Plus Bond ETF (JHCP) and First Trust RiverFront Dynamic Developed International ETF (RFDI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JHCP achieves a 0.33% return, which is significantly lower than RFDI's 7.65% return.


JHCP

1D
-0.20%
1M
-0.29%
YTD
0.33%
6M
0.19%
1Y
6.12%
3Y*
5Y*
10Y*

RFDI

1D
-0.69%
1M
1.91%
YTD
7.65%
6M
10.55%
1Y
23.94%
3Y*
19.21%
5Y*
8.07%
10Y*
8.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHCP vs. RFDI - Yearly Performance Comparison


Correlation

The correlation between JHCP and RFDI is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 19, 2024

0.28

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Return for Risk

JHCP vs. RFDI — Risk / Return Rank

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

JHCP
JHCP Risk / Return Rank: 4141
Overall Rank
JHCP Sharpe Ratio Rank: 4141
Sharpe Ratio Rank
JHCP Sortino Ratio Rank: 4343
Sortino Ratio Rank
JHCP Omega Ratio Rank: 3838
Omega Ratio Rank
JHCP Calmar Ratio Rank: 4444
Calmar Ratio Rank
JHCP Martin Ratio Rank: 4040
Martin Ratio Rank

RFDI
RFDI Risk / Return Rank: 4949
Overall Rank
RFDI Sharpe Ratio Rank: 4949
Sharpe Ratio Rank
RFDI Sortino Ratio Rank: 4848
Sortino Ratio Rank
RFDI Omega Ratio Rank: 4848
Omega Ratio Rank
RFDI Calmar Ratio Rank: 4848
Calmar Ratio Rank
RFDI Martin Ratio Rank: 5151
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.

JHCP vs. RFDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Core Plus Bond ETF (JHCP) and First Trust RiverFront Dynamic Developed International ETF (RFDI). 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.


JHCPRFDIDifference
Sharpe ratioReturn per unit of total volatility

-0.23

Sortino ratioReturn per unit of downside risk

-0.21

Omega ratioGain probability vs. loss probability

1.25

1.30

-0.05

Calmar ratioReturn relative to maximum drawdown

2.18

2.36

-0.18

Martin ratioReturn relative to average drawdown

6.24

8.55

-2.31

JHCP vs. RFDI - Sharpe Ratio Comparison

The current JHCP Sharpe Ratio is 1.44, which is comparable to the RFDI Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of JHCP and RFDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JHCPRFDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.44

1.67

-0.23

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.08

0.49

+0.59

Drawdowns

JHCP vs. RFDI - Drawdown Comparison

The maximum JHCP drawdown since its inception was -3.06%, smaller than the maximum RFDI drawdown of -39.40%. Use the drawdown chart below to compare losses from any high point for JHCP and RFDI.


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Drawdown Indicators


JHCPRFDIDifference

Max Drawdown

Largest peak-to-trough decline

-3.06%

-39.40%

+36.34%

Max Drawdown (1Y)

Largest decline over 1 year

-2.82%

-10.20%

+7.38%

Max Drawdown (3Y)

Largest decline over 3 years

-13.44%

Max Drawdown (5Y)

Largest decline over 5 years

-35.87%

Max Drawdown (10Y)

Largest decline over 10 years

-39.40%

Current Drawdown

Current decline from peak

-1.56%

-2.51%

+0.95%

Average Drawdown

Average peak-to-trough decline

-0.81%

-9.24%

+8.43%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.98%

2.81%

-1.83%

Volatility

JHCP vs. RFDI - Volatility Comparison

The current volatility for John Hancock Core Plus Bond ETF (JHCP) is 1.37%, while First Trust RiverFront Dynamic Developed International ETF (RFDI) has a volatility of 4.65%. This indicates that JHCP experiences smaller price fluctuations and is considered to be less risky than RFDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHCPRFDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.37%

4.65%

-3.28%

Volatility (6M)

Calculated over the trailing 6-month period

3.04%

11.90%

-8.86%

Volatility (1Y)

Calculated over the trailing 1-year period

4.27%

14.39%

-10.12%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.83%

16.76%

-11.93%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.83%

17.36%

-12.53%

JHCP vs. RFDI - Expense Ratio Comparison

JHCP has a 0.36% expense ratio, which is lower than RFDI's 0.83% expense ratio.


Dividends

JHCP vs. RFDI - Dividend Comparison

JHCP's dividend yield for the trailing twelve months is around 4.66%, more than RFDI's 3.28% yield.


PositionTTM2025202420232022202120202019201820172016
JHCP
John Hancock Core Plus Bond ETF
4.66%4.79%0.20%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
RFDI
First Trust RiverFront Dynamic Developed International ETF
3.28%3.45%5.21%2.43%5.00%3.22%1.34%2.72%2.59%1.63%1.85%

Frequently Asked Questions


JHCP and RFDI have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RFDI has higher volatility (4.65%) compared to JHCP (1.37%). In terms of maximum drawdown, JHCP dropped -3.06% vs RFDI's -39.40%.

On 1-year performance, RFDI leads with 23.94% vs 6.12% for JHCP. On fees, JHCP is cheaper at 0.36% per year. On volatility, JHCP has been the lower-risk option at 1.37%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RFDI has performed better with a 23.94% return vs 6.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHCP is cheaper with a 0.36% expense ratio, compared with 0.83% for RFDI.

JHCP has the higher dividend yield at 4.66%, compared with 3.28% for RFDI.

JHCP is categorized as Intermediate Core-Plus Bond, while RFDI is Foreign Large Cap Equities. They also come from different issuers: John Hancock and First Trust. Their fees differ too: 0.36% for JHCP and 0.83% for RFDI.

RFDI currently has the higher Sharpe Ratio (1.67 vs 1.44), 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.

Portfolio Optimizer

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