PortfoliosLab logoPortfoliosLab logo
JHID vs. BUFI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHID vs. BUFI - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JHID achieves a 13.77% return, which is significantly higher than BUFI's 5.24% return.


JHID

1D
0.75%
1M
2.19%
YTD
13.77%
6M
16.64%
1Y
33.80%
3Y*
22.68%
5Y*
10Y*

BUFI

1D
0.30%
1M
1.60%
YTD
5.24%
6M
6.51%
1Y
12.71%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHID vs. BUFI - Yearly Performance Comparison


2026 (YTD)20252024
JHID
John Hancock International High Dividend ETF
13.77%41.47%-3.41%
BUFI
AB International Buffer ETF
5.24%16.50%-1.31%

Correlation

The correlation between JHID and BUFI is 0.92, 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

0.92

Correlation (All Time)
Calculated using the full available price history since Dec 11, 2024

0.92

The correlation between JHID and BUFI has been stable across timeframes, ranging from 0.92 to 0.92 - a consistent structural relationship.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JHID vs. BUFI — Risk / Return Rank

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

JHID
JHID Risk / Return Rank: 8282
Overall Rank
JHID Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 8484
Sortino Ratio Rank
JHID Omega Ratio Rank: 8282
Omega Ratio Rank
JHID Calmar Ratio Rank: 7979
Calmar Ratio Rank
JHID Martin Ratio Rank: 8181
Martin Ratio Rank

BUFI
BUFI Risk / Return Rank: 4747
Overall Rank
BUFI Sharpe Ratio Rank: 4444
Sharpe Ratio Rank
BUFI Sortino Ratio Rank: 4545
Sortino Ratio Rank
BUFI Omega Ratio Rank: 4747
Omega Ratio Rank
BUFI Calmar Ratio Rank: 4646
Calmar Ratio Rank
BUFI Martin Ratio Rank: 5353
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.

JHID vs. BUFI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and AB International Buffer ETF (BUFI). 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.


JHIDBUFIDifference
Sharpe ratioReturn per unit of total volatility

+1.17

Sortino ratioReturn per unit of downside risk

+1.48

Omega ratioGain probability vs. loss probability

1.48

1.29

+0.19

Calmar ratioReturn relative to maximum drawdown

4.03

2.24

+1.79

Martin ratioReturn relative to average drawdown

15.73

8.92

+6.81

JHID vs. BUFI - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.69, which is higher than the BUFI Sharpe Ratio of 1.52. The chart below compares the historical Sharpe Ratios of JHID and BUFI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


JHIDBUFIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

1.52

+1.17

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

1.52

+0.07

Drawdowns

JHID vs. BUFI - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, which is greater than BUFI's maximum drawdown of -7.43%. Use the drawdown chart below to compare losses from any high point for JHID and BUFI.


Loading charts...

Drawdown Indicators


JHIDBUFIDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-7.43%

-4.99%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-5.69%

-2.73%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-0.80%

-0.02%

-0.78%

Average Drawdown

Average peak-to-trough decline

-2.46%

-0.85%

-1.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.43%

+0.72%

Volatility

JHID vs. BUFI - Volatility Comparison

John Hancock International High Dividend ETF (JHID) has a higher volatility of 3.90% compared to AB International Buffer ETF (BUFI) at 2.16%. This indicates that JHID's price experiences larger fluctuations and is considered to be riskier than BUFI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JHIDBUFIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

2.16%

+1.74%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

7.05%

+3.35%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

8.43%

+4.21%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

9.14%

+4.77%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

9.14%

+4.77%

JHID vs. BUFI - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than BUFI's 0.69% expense ratio.


Dividends

JHID vs. BUFI - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.86%, while BUFI has not paid dividends to shareholders.


PositionTTM202520242023
BUFI
AB International Buffer ETF
0.00%0.00%0.00%0.00%
JHID
John Hancock International High Dividend ETF
2.86%3.13%5.15%5.23%

Frequently Asked Questions


With a correlation of 0.92, JHID and BUFI 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.

JHID has higher volatility (3.90%) compared to BUFI (2.16%). In terms of maximum drawdown, JHID dropped -12.42% vs BUFI's -7.43%.

On 1-year performance, JHID leads with 33.80% vs 12.71% for BUFI. On fees, JHID is cheaper at 0.46% per year. On volatility, BUFI has been the lower-risk option at 2.16%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, JHID has performed better with a 33.80% return vs 12.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHID is cheaper with a 0.46% expense ratio, compared with 0.69% for BUFI.

JHID has the higher dividend yield at 2.86%, compared with 0.00% for BUFI.

JHID is categorized as Foreign Large Cap Equities, while BUFI is Defined Outcome. They also come from different issuers: John Hancock and AllianceBernstein. Their fees differ too: 0.46% for JHID and 0.69% for BUFI.

JHID currently has the higher Sharpe Ratio (2.69 vs 1.52), 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

Find the right allocation for JHID and BUFI

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer