JHID vs. AVSD

Last updated Jun 25, 2026

JHID (John Hancock International High Dividend ETF) and AVSD (Avantis Responsible International Equity ETF) are both Foreign Large Cap Equities funds. JHID is actively managed, while AVSD is passively managed. Over the past 3 years, JHID returned 21.28%/yr vs 19.73%/yr for AVSD. Their correlation of 0.93 suggests significant overlap in exposure. JHID charges 0.46%/yr vs 0.23%/yr for AVSD.

Performance

JHID vs. AVSD - Performance Comparison

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

Returns By Period

In the year-to-date period, JHID achieves a 11.79% return, which is significantly higher than AVSD's 7.69% return.

JHID

• 1D: -0.66%
• 1M: -2.16%
• YTD: 11.79%
• 6M: 11.40%
• 1Y: 30.29%
• 3Y*: 21.28%
• 5Y*: —
• 10Y*: —

AVSD

• 1D: -0.27%
• 1M: 0.15%
• YTD: 7.69%
• 6M: 7.06%
• 1Y: 21.84%
• 3Y*: 19.73%
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

JHID vs. AVSD - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
JHID John Hancock International High Dividend ETF	11.79%	41.47%	3.62%	19.47%	-0.42%
AVSD Avantis Responsible International Equity ETF	7.69%	37.07%	6.69%	17.49%	0.78%

Correlation

The correlation between JHID and AVSD is 0.93, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.93
Correlation (3Y) Calculated over the trailing 3-year period	0.93
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022	0.93

The correlation between JHID and AVSD has been stable across timeframes, ranging from 0.93 to 0.93 - a consistent structural relationship.

JHID vs. AVSD - Sectors Allocation Comparison

Sectors	JHID	AVSD
Financial Services	28.6%	31.1%
Industrials	15.7%	16.6%
Technology	9.6%	10.6%
Consumer Defensive	7.9%	4.8%
Basic Materials	6.6%	6.5%
Healthcare	6.4%	7.7%
Energy	6.0%	0.3%
Utilities	5.8%	2.7%
Real Estate	5.8%	2.3%
Consumer Cyclical	4.8%	11.9%
Communication Services	2.8%	5.4%

Return for Risk

JHID vs. AVSD — Risk / Return Rank

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

JHID

JHID Risk / Return Rank: 81
JHID Sharpe Ratio Rank: 83
JHID Sortino Ratio Rank: 83
JHID Omega Ratio Rank: 81
JHID Calmar Ratio Rank: 79
JHID Martin Ratio Rank: 80

AVSD

AVSD Risk / Return Rank: 43
AVSD Sharpe Ratio Rank: 44
AVSD Sortino Ratio Rank: 45
AVSD Omega Ratio Rank: 44
AVSD Calmar Ratio Rank: 39
AVSD Martin Ratio Rank: 45

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.

JHID vs. AVSD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Avantis Responsible International Equity ETF (AVSD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JHID	AVSD	Difference
Sharpe ratio: Return per unit of total volatility	2.34	1.40	+0.94
Sortino ratio: Return per unit of downside risk	3.27	2.04	+1.23
Omega ratio: Gain probability vs. loss probability	1.42	1.26	+0.17
Calmar ratio: Return relative to maximum drawdown	3.61	1.74	+1.88
Martin ratio: Return relative to average drawdown	13.96	6.68	+7.28

JHID vs. AVSD - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.34, which is higher than the AVSD Sharpe Ratio of 1.40. The chart below compares the historical Sharpe Ratios of JHID and AVSD, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JHID vs. AVSD - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum AVSD drawdown of -25.56%. Use the drawdown chart below to compare losses from any high point for JHID and AVSD.

Drawdown Indicators

	JHID	AVSD	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-25.56%	+13.14%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-12.63%	+4.21%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	-13.30%	+0.88%
Current Drawdown Current decline from peak	-2.62%	-2.07%	-0.55%
Average Drawdown Average peak-to-trough decline	-2.44%	-4.87%	+2.43%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.18%	3.28%	-1.10%

Volatility

JHID vs. AVSD - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 4.22%, while Avantis Responsible International Equity ETF (AVSD) has a volatility of 5.23%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than AVSD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHID	AVSD	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.22%	5.23%	-1.01%
Volatility (6M) Calculated over the trailing 6-month period	10.94%	13.48%	-2.54%
Volatility (1Y) Calculated over the trailing 1-year period	13.04%	15.75%	-2.71%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.96%	16.70%	-2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.96%	16.70%	-2.74%

JHID vs. AVSD - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than AVSD's 0.23% expense ratio.

Dividends

JHID vs. AVSD - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.91%, more than AVSD's 2.37% yield.

Position	TTM	2025	2024	2023	2022
AVSD Avantis Responsible International Equity ETF	2.37%	2.54%	3.25%	2.53%	1.35%
JHID John Hancock International High Dividend ETF	2.91%	3.13%	5.15%	5.23%	0.00%

Frequently Asked Questions

Can I hold both JHID and AVSD in my portfolio?

With a correlation of 0.93, JHID and AVSD move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JHID or AVSD?

AVSD has higher volatility (5.23%) compared to JHID (4.22%). In terms of maximum drawdown, JHID dropped -12.42% vs AVSD's -25.56%.

Which ETF is better, JHID or AVSD?

On 3-year performance, JHID leads with 21.28% vs 19.73% for AVSD. On fees, AVSD is cheaper at 0.23% per year. On volatility, JHID has been the lower-risk option at 4.22%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JHID or AVSD?

Over the 3-year period, JHID has performed better with a 21.28% return vs 19.73%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHID or AVSD?

AVSD is cheaper with a 0.23% expense ratio, compared with 0.46% for JHID.

Which ETF pays a higher dividend yield, JHID or AVSD?

JHID has the higher dividend yield at 2.91%, compared with 2.37% for AVSD.

What is the main difference between JHID and AVSD?

They also come from different issuers: John Hancock and Avantis. Their fees differ too: 0.46% for JHID and 0.23% for AVSD.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.34 vs 1.40), 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.