JHDV vs. FNDF
JHDV (John Hancock U.S. High Dividend ETF) and FNDF (Schwab Fundamental International Equity ETF) are both exchange-traded funds - JHDV is a Large Cap Value Equities fund actively managed by John Hancock, while FNDF is a Foreign Large Cap Equities fund tracking the RAFI Fundamental High Liquidity Developed ex US Large Index (Net). JHDV is actively managed, while FNDF is passively managed. Over the past 3 years, JHDV returned 22.23%/yr vs 24.10%/yr for FNDF. A 0.73 correlation means they provide meaningful diversification when combined. JHDV charges 0.34%/yr vs 0.25%/yr for FNDF.
Performance
JHDV vs. FNDF - Performance Comparison
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Returns By Period
In the year-to-date period, JHDV achieves a 18.74% return, which is significantly lower than FNDF's 21.21% return.
JHDV
- 1D
- -1.05%
- 1M
- 7.45%
- YTD
- 18.74%
- 6M
- 18.96%
- 1Y
- 33.63%
- 3Y*
- 22.23%
- 5Y*
- —
- 10Y*
- —
FNDF
- 1D
- -0.67%
- 1M
- 6.97%
- YTD
- 21.21%
- 6M
- 24.72%
- 1Y
- 44.71%
- 3Y*
- 24.10%
- 5Y*
- 13.35%
- 10Y*
- 11.93%
JHDV vs. FNDF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JHDV John Hancock U.S. High Dividend ETF | 18.74% | 14.76% | 20.25% | 15.99% | 6.99% |
FNDF Schwab Fundamental International Equity ETF | 21.21% | 40.99% | 2.29% | 20.22% | 15.70% |
Correlation
The correlation between JHDV and FNDF is 0.72, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.72 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Sep 29, 2022 | 0.73 |
The correlation between JHDV and FNDF has been stable across timeframes, ranging from 0.70 to 0.73 - a consistent structural relationship.
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Return for Risk
JHDV vs. FNDF — Risk / Return Rank
JHDV
FNDF
JHDV vs. FNDF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. High Dividend ETF (JHDV) and Schwab Fundamental International Equity ETF (FNDF). 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.
| JHDV | FNDF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.01 | ||
| Omega ratioGain probability vs. loss probability | 1.51 | 1.53 | -0.02 |
| Calmar ratioReturn relative to maximum drawdown | 4.09 | 4.24 | -0.15 |
| Martin ratioReturn relative to average drawdown | 17.15 | 16.19 | +0.96 |
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
| JHDV | FNDF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.88 | 2.99 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.83 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.68 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.36 | 0.54 | +0.83 |
Drawdowns
JHDV vs. FNDF - Drawdown Comparison
The maximum JHDV drawdown since its inception was -18.97%, smaller than the maximum FNDF drawdown of -40.14%. Use the drawdown chart below to compare losses from any high point for JHDV and FNDF.
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Drawdown Indicators
| JHDV | FNDF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.97% | -40.14% | +21.17% |
Max Drawdown (1Y)Largest decline over 1 year | -8.26% | -10.60% | +2.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.97% | -13.89% | -5.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -25.56% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.14% | — |
Current DrawdownCurrent decline from peak | -1.05% | -0.67% | -0.38% |
Average DrawdownAverage peak-to-trough decline | -2.62% | -7.64% | +5.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.97% | 2.77% | -0.80% |
Volatility
JHDV vs. FNDF - Volatility Comparison
The current volatility for John Hancock U.S. High Dividend ETF (JHDV) is 3.29%, while Schwab Fundamental International Equity ETF (FNDF) has a volatility of 5.26%. This indicates that JHDV experiences smaller price fluctuations and is considered to be less risky than FNDF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHDV | FNDF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.29% | 5.26% | -1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 8.96% | 12.53% | -3.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 11.77% | 15.06% | -3.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.69% | 16.18% | -0.49% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.69% | 17.67% | -1.98% |
JHDV vs. FNDF - Expense Ratio Comparison
JHDV has a 0.34% expense ratio, which is higher than FNDF's 0.25% expense ratio.
Dividends
JHDV vs. FNDF - Dividend Comparison
JHDV's dividend yield for the trailing twelve months is around 1.99%, less than FNDF's 2.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
FNDF Schwab Fundamental International Equity ETF | 2.84% | 3.44% | 4.01% | 3.41% | 3.10% | 3.54% | 2.17% | 3.20% | 3.47% | 2.32% | 2.42% | 2.08% |
JHDV John Hancock U.S. High Dividend ETF | 1.99% | 2.40% | 2.50% | 2.77% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JHDV and FNDF have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FNDF has higher volatility (5.26%) compared to JHDV (3.29%). In terms of maximum drawdown, JHDV dropped -18.97% vs FNDF's -40.14%.
On 3-year performance, FNDF leads with 24.10% vs 22.23% for JHDV. On fees, FNDF is cheaper at 0.25% per year. On volatility, JHDV has been the lower-risk option at 3.29%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, FNDF has performed better with a 24.10% return vs 22.23%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
FNDF is cheaper with a 0.25% expense ratio, compared with 0.34% for JHDV.
FNDF has the higher dividend yield at 2.84%, compared with 1.99% for JHDV.
JHDV is categorized as Large Cap Value Equities, while FNDF is Foreign Large Cap Equities. They also come from different issuers: John Hancock and Charles Schwab. Their fees differ too: 0.34% for JHDV and 0.25% for FNDF.
FNDF currently has the higher Sharpe Ratio (2.99 vs 2.88), 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.
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