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JHID vs. JHCB
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHID vs. JHCB - 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 Corporate Bond ETF (JHCB). The values are adjusted to include any dividend payments, if applicable.

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JHID vs. JHCB - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHID
John Hancock International High Dividend ETF
8.13%41.47%3.62%19.47%-0.60%
JHCB
John Hancock Corporate Bond ETF
-0.58%8.02%2.75%8.89%-1.18%

Returns By Period

In the year-to-date period, JHID achieves a 8.13% return, which is significantly higher than JHCB's -0.58% return.


JHID

1D
1.29%
1M
-2.07%
YTD
8.13%
6M
15.27%
1Y
38.80%
3Y*
20.61%
5Y*
10Y*

JHCB

1D
0.05%
1M
-1.60%
YTD
-0.58%
6M
-0.44%
1Y
3.77%
3Y*
5.15%
5Y*
0.78%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHID vs. JHCB - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than JHCB's 0.29% expense ratio.


Return for Risk

JHID vs. JHCB — Risk / Return Rank

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

JHID
JHID Risk / Return Rank: 9595
Overall Rank
JHID Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9696
Sortino Ratio Rank
JHID Omega Ratio Rank: 9696
Omega Ratio Rank
JHID Calmar Ratio Rank: 9393
Calmar Ratio Rank
JHID Martin Ratio Rank: 9595
Martin Ratio Rank

JHCB
JHCB Risk / Return Rank: 3434
Overall Rank
JHCB Sharpe Ratio Rank: 3333
Sharpe Ratio Rank
JHCB Sortino Ratio Rank: 2929
Sortino Ratio Rank
JHCB Omega Ratio Rank: 3030
Omega Ratio Rank
JHCB Calmar Ratio Rank: 3939
Calmar Ratio Rank
JHCB Martin Ratio Rank: 3737
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. JHCB - 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 Corporate Bond ETF (JHCB). 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.


JHIDJHCBDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.68

+1.89

Sortino ratio

Return per unit of downside risk

3.35

0.94

+2.42

Omega ratio

Gain probability vs. loss probability

1.52

1.13

+0.39

Calmar ratio

Return relative to maximum drawdown

3.81

1.15

+2.66

Martin ratio

Return relative to average drawdown

16.46

3.93

+12.52

JHID vs. JHCB - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.57, which is higher than the JHCB Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of JHID and JHCB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JHIDJHCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.57

0.68

+1.89

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

0.13

+1.42

Correlation

The correlation between JHID and JHCB is 0.35, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JHID vs. JHCB - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 3.01%, less than JHCB's 4.99% yield.


TTM20252024202320222021
JHID
John Hancock International High Dividend ETF
3.01%3.13%5.15%5.23%0.00%0.00%
JHCB
John Hancock Corporate Bond ETF
4.99%4.92%5.02%4.35%3.86%2.41%

Drawdowns

JHID vs. JHCB - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum JHCB drawdown of -22.61%. Use the drawdown chart below to compare losses from any high point for JHID and JHCB.


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Drawdown Indicators


JHIDJHCBDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-22.61%

+10.19%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-3.60%

-6.63%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

Current Drawdown

Current decline from peak

-3.80%

-1.98%

-1.82%

Average Drawdown

Average peak-to-trough decline

-2.53%

-8.44%

+5.91%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

1.22%

+1.15%

Volatility

JHID vs. JHCB - Volatility Comparison

John Hancock International High Dividend ETF (JHID) has a higher volatility of 6.09% compared to John Hancock Corporate Bond ETF (JHCB) at 2.27%. This indicates that JHID's price experiences larger fluctuations and is considered to be riskier than JHCB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHIDJHCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

2.27%

+3.82%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

3.12%

+6.32%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

5.62%

+9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

6.94%

+6.94%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

6.94%

+6.94%