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JHID vs. JDVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHID vs. JDVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International High Dividend ETF (JHID) and John Hancock Disciplined Value Select ETF (JDVL). 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 11.79% return, which is significantly lower than JDVL's 15.73% return.


JHID

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

JDVL

1D
0.26%
1M
4.60%
YTD
15.73%
6M
13.99%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHID vs. JDVL - Yearly Performance Comparison


Correlation

The correlation between JHID and JDVL is 0.69, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 6, 2025

0.69

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Return for Risk

JHID vs. JDVL — Risk / Return Rank

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

JHID
JHID Risk / Return Rank: 8181
Overall Rank
JHID Sharpe Ratio Rank: 8383
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 8383
Sortino Ratio Rank
JHID Omega Ratio Rank: 8181
Omega Ratio Rank
JHID Calmar Ratio Rank: 7979
Calmar Ratio Rank
JHID Martin Ratio Rank: 8080
Martin Ratio Rank

JDVL

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. JDVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and John Hancock Disciplined Value Select ETF (JDVL). 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.


JHIDJDVLDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.42

Calmar ratioReturn relative to maximum drawdown

3.61

Martin ratioReturn relative to average drawdown

13.96

JHID vs. JDVL - Sharpe Ratio Comparison


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Drawdowns

JHID vs. JDVL - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, which is greater than JDVL's maximum drawdown of -9.17%. Use the drawdown chart below to compare losses from any high point for JHID and JDVL.


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Drawdown Indicators


JHIDJDVLDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-9.17%

-3.25%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-2.62%

-1.64%

-0.98%

Average Drawdown

Average peak-to-trough decline

-2.44%

-1.30%

-1.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.18%

Volatility

JHID vs. JDVL - Volatility Comparison


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Volatility by Period


JHIDJDVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.22%

Volatility (6M)

Calculated over the trailing 6-month period

10.94%

Volatility (1Y)

Calculated over the trailing 1-year period

13.04%

14.38%

-1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.96%

14.38%

-0.42%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.96%

14.38%

-0.42%

JHID vs. JDVL - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than JDVL's 0.56% expense ratio.


Dividends

JHID vs. JDVL - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.91%, more than JDVL's 1.48% yield.


PositionTTM202520242023
JDVL
John Hancock Disciplined Value Select ETF
1.48%1.71%0.00%0.00%
JHID
John Hancock International High Dividend ETF
2.91%3.13%5.15%5.23%

Frequently Asked Questions


JHID and JDVL have a correlation of 0.69, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHID is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHID is cheaper with a 0.46% expense ratio, compared with 0.56% for JDVL.

JHID has the higher dividend yield at 2.91%, compared with 1.48% for JDVL.

JHID is categorized as Foreign Large Cap Equities, while JDVL is Large Cap Value Equities. Their fees differ too: 0.46% for JHID and 0.56% for JDVL.

Portfolio Optimizer

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