JHID vs. EPIN

Last updated Jul 17, 2026

JHID (John Hancock International High Dividend ETF) and EPIN (Harbor International Equity ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past year, JHID returned 31.71% vs 34.90% for EPIN. Their correlation of 0.82 suggests significant overlap in exposure. JHID charges 0.46%/yr vs 0.80%/yr for EPIN.

Performance

JHID vs. EPIN - Performance Comparison

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

Returns By Period

In the year-to-date period, JHID achieves a 14.58% return, which is significantly lower than EPIN's 21.71% return.

JHID

• 1D: -0.44%
• 1M: -0.18%
• 6M: 10.79%
• YTD: 14.58%
• 1Y: 31.71%
• 3Y*: 19.96%
• 5Y*: —
• 10Y*: —

EPIN

• 1D: -1.31%
• 1M: -1.48%
• 6M: 14.51%
• YTD: 21.71%
• 1Y: 34.90%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

JHID vs. EPIN - Yearly Performance Comparison

	2026 (YTD)	2025
JHID John Hancock International High Dividend ETF	14.58%	17.60%
EPIN Harbor International Equity ETF	21.71%	14.36%

Correlation

The correlation between JHID and EPIN is 0.82, 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	0.82
Correlation (All Time) Calculated using the full available price history since Jun 5, 2025	0.82

The correlation between JHID and EPIN has been stable across timeframes, ranging from 0.82 to 0.82 - a consistent structural relationship.

JHID vs. EPIN - Sectors Allocation Comparison

Sectors	JHID	EPIN
Financial Services	28.6%	17.7%
Industrials	15.7%	20.4%
Technology	9.6%	34.1%
Consumer Defensive	7.9%	2.5%
Basic Materials	6.6%	7.3%
Healthcare	6.4%	6.6%
Energy	6.0%	4.2%
Utilities	5.8%	-
Real Estate	5.8%	-
Consumer Cyclical	4.8%	6.1%
Communication Services	2.8%	1.2%

Return for Risk

JHID vs. EPIN — Risk / Return Rank

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

JHID

JHID Risk / Return Rank: 88
JHID Sharpe Ratio Rank: 91
JHID Sortino Ratio Rank: 90
JHID Omega Ratio Rank: 89
JHID Calmar Ratio Rank: 85
JHID Martin Ratio Rank: 87

EPIN

EPIN Risk / Return Rank: 72
EPIN Sharpe Ratio Rank: 72
EPIN Sortino Ratio Rank: 69
EPIN Omega Ratio Rank: 71
EPIN Calmar Ratio Rank: 74
EPIN Martin Ratio Rank: 75

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. EPIN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Harbor International Equity ETF (EPIN). 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	EPIN	Difference
Sharpe ratio: Return per unit of total volatility	2.45	1.84	+0.60
Sortino ratio: Return per unit of downside risk	3.42	2.53	+0.90
Omega ratio: Gain probability vs. loss probability	1.44	1.33	+0.11
Calmar ratio: Return relative to maximum drawdown	3.78	3.01	+0.77
Martin ratio: Return relative to average drawdown	14.44	11.10	+3.33

JHID vs. EPIN - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.45, which is higher than the EPIN Sharpe Ratio of 1.84. The chart below compares the historical Sharpe Ratios of JHID and EPIN, 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. EPIN - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, which is greater than EPIN's maximum drawdown of -11.64%. Use the drawdown chart below to compare losses from any high point for JHID and EPIN.

Drawdown Indicators

	JHID	EPIN	Difference
Max Drawdown Largest peak-to-trough decline	-12.42%	-11.64%	-0.78%
Max Drawdown (1Y) Largest decline over 1 year	-8.42%	-11.64%	+3.22%
Max Drawdown (3Y) Largest decline over 3 years	-12.42%	—	—
Current Drawdown Current decline from peak	-0.44%	-3.78%	+3.34%
Average Drawdown Average peak-to-trough decline	-2.43%	-1.84%	-0.59%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.20%	3.15%	-0.95%

Volatility

JHID vs. EPIN - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 3.19%, while Harbor International Equity ETF (EPIN) has a volatility of 5.63%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than EPIN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHID	EPIN	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.19%	5.63%	-2.44%
Volatility (6M) Calculated over the trailing 6-month period	11.09%	16.97%	-5.88%
Volatility (1Y) Calculated over the trailing 1-year period	13.03%	19.04%	-6.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.90%	18.47%	-4.57%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.90%	18.47%	-4.57%

JHID vs. EPIN - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than EPIN's 0.80% expense ratio.

Dividends

JHID vs. EPIN - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 3.42%, more than EPIN's 0.65% yield.

Position	TTM	2025	2024	2023
EPIN Harbor International Equity ETF	0.65%	0.79%	0.00%	0.00%
JHID John Hancock International High Dividend ETF	3.42%	3.13%	5.15%	5.23%

Frequently Asked Questions

Can I hold both JHID and EPIN in my portfolio?

JHID and EPIN have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, JHID or EPIN?

EPIN has higher volatility (5.63%) compared to JHID (3.19%). In terms of maximum drawdown, JHID dropped -12.42% vs EPIN's -11.64%.

Which ETF is better, JHID or EPIN?

On 1-year performance, EPIN leads with 34.90% vs 31.71% for JHID. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.19%. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JHID or EPIN?

Over the 1-year period, EPIN has performed better with a 34.90% return vs 31.71%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHID or EPIN?

JHID is cheaper with a 0.46% expense ratio, compared with 0.80% for EPIN.

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

JHID has the higher dividend yield at 3.42%, compared with 0.65% for EPIN.

What is the main difference between JHID and EPIN?

They also come from different issuers: John Hancock and Harbor. Their fees differ too: 0.46% for JHID and 0.80% for EPIN.

Which has better risk-adjusted returns?

JHID currently has the higher Sharpe Ratio (2.45 vs 1.84), 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.