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JHID vs. AVSD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

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.

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Returns By Period

In the year-to-date period, JHID achieves a 17.30% return, which is significantly higher than AVSD's 11.37% return.


JHID

1D
0.14%
1M
3.82%
6M
9.71%
YTD
17.30%
1Y
34.45%
3Y*
21.14%
5Y*
10Y*
ALL TIME*
21.88%

AVSD

1D
0.42%
1M
1.28%
6M
6.16%
YTD
11.37%
1Y
25.40%
3Y*
19.93%
5Y*
10Y*
ALL TIME*
13.50%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$885.51K$8.53M$3.47M
$58.51K$33.55K$31.00K

JHID vs. AVSD - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHID
John Hancock International High Dividend ETF
17.30%41.47%3.62%19.47%-0.42%
AVSD
Avantis Responsible International Equity ETF
11.37%37.07%6.69%17.49%0.78%

Correlation

The correlation between JHID and AVSD is 0.93, meaning they have usually moved in the same direction, including during past declines.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.93

Correlation (3Y)
Balances recent behavior with more history.

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

30.1%
32.5%

Industrials

15.0%
16.3%

Technology

10.4%
11.0%

Consumer Cyclical

6.5%
11.6%

Real Estate

6.1%
2.1%

Healthcare

5.9%
7.8%

Consumer Defensive

5.8%
5.0%

Energy

5.6%
0.3%

Utilities

5.4%
2.7%

Basic Materials

5.3%
5.8%

Communication Services

3.9%
4.9%

Financial Services

JHID
30.1%
AVSD
32.5%

Industrials

JHID
15.0%
AVSD
16.3%

Technology

JHID
10.4%
AVSD
11.0%

Consumer Cyclical

JHID
6.5%
AVSD
11.6%

Real Estate

JHID
6.1%
AVSD
2.1%

Healthcare

JHID
5.9%
AVSD
7.8%

Consumer Defensive

JHID
5.8%
AVSD
5.0%

Energy

JHID
5.6%
AVSD
0.3%

Utilities

JHID
5.4%
AVSD
2.7%

Basic Materials

JHID
5.3%
AVSD
5.8%

Communication Services

JHID
3.9%
AVSD
4.9%

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Return for Risk

JHID vs. AVSD — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JHID
JHID Risk / Return Rank: 9292
Overall Rank
JHID Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9393
Sortino Ratio Rank
JHID Omega Ratio Rank: 9393
Omega Ratio Rank
JHID Calmar Ratio Rank: 9090
Calmar Ratio Rank
JHID Martin Ratio Rank: 9191
Martin Ratio Rank

AVSD
AVSD Risk / Return Rank: 6363
Overall Rank
AVSD Sharpe Ratio Rank: 6666
Sharpe Ratio Rank
AVSD Sortino Ratio Rank: 6767
Sortino Ratio Rank
AVSD Omega Ratio Rank: 6565
Omega Ratio Rank
AVSD Calmar Ratio Rank: 5454
Calmar Ratio Rank
AVSD Martin Ratio Rank: 6262
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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.


JHIDAVSDDifference
Sharpe ratioReturn per unit of total volatility

+1.09

Sortino ratioReturn per unit of downside risk

+1.43

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.20

Calmar ratioReturn relative to maximum drawdown

4.11

2.02

+2.09

Martin ratioReturn relative to average drawdown

16.07

7.79

+8.29

JHID vs. AVSD - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.69, which is higher than the AVSD Sharpe Ratio of 1.60. 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.


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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.


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Drawdown Indicators


JHIDAVSDDifference

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

-0.31%

-0.20%

-0.11%

Average Drawdown

Average peak-to-trough decline

-2.40%

-4.78%

+2.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

3.27%

-1.12%

Volatility

JHID vs. AVSD - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 3.26%, while Avantis Responsible International Equity ETF (AVSD) has a volatility of 4.66%. 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.


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Volatility by Period


JHIDAVSDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.26%

4.66%

-1.40%

Volatility (6M)

Calculated over the trailing 6-month period

11.01%

13.88%

-2.87%

Volatility (1Y)

Calculated over the trailing 1-year period

12.88%

15.95%

-3.07%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.87%

16.66%

-2.79%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.87%

16.66%

-2.79%

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 3.34%, more than AVSD's 2.29% yield.


PositionTTM2025202420232022
AVSD
Avantis Responsible International Equity ETF
2.29%2.54%3.25%2.53%1.35%
JHID
John Hancock International High Dividend ETF
3.34%3.13%5.15%5.23%0.00%

Frequently Asked Questions


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.

AVSD has higher volatility (4.66%) compared to JHID (3.26%). In terms of maximum drawdown, JHID dropped -12.42% vs AVSD's -25.56%.

On 3-year performance, JHID leads with 21.14% vs 19.93% for AVSD. On fees, AVSD is cheaper at 0.23% per year. On volatility, JHID has been the lower-risk option at 3.26%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JHID has performed better with a 21.14% return vs 19.93%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

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

JHID has the higher dividend yield at 3.34%, compared with 2.29% for AVSD.

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

JHID currently has the higher Sharpe Ratio (2.69 vs 1.60), 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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