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JHID vs. VGT
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHID vs. VGT - Performance Comparison

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

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JHID vs. VGT - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHID
John Hancock International High Dividend ETF
6.76%41.47%3.62%19.47%-0.60%
VGT
Vanguard Information Technology ETF
-7.34%21.77%29.30%52.66%-2.37%

Returns By Period

In the year-to-date period, JHID achieves a 6.76% return, which is significantly higher than VGT's -7.34% return.


JHID

1D
2.62%
1M
-4.53%
YTD
6.76%
6M
14.52%
1Y
37.21%
3Y*
20.10%
5Y*
10Y*

VGT

1D
4.34%
1M
-3.89%
YTD
-7.34%
6M
-6.36%
1Y
29.19%
3Y*
22.58%
5Y*
14.54%
10Y*
21.35%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHID vs. VGT - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than VGT's 0.09% expense ratio.


Return for Risk

JHID vs. VGT — 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: 9595
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

VGT
VGT Risk / Return Rank: 6767
Overall Rank
VGT Sharpe Ratio Rank: 6565
Sharpe Ratio Rank
VGT Sortino Ratio Rank: 6969
Sortino Ratio Rank
VGT Omega Ratio Rank: 6666
Omega Ratio Rank
VGT Calmar Ratio Rank: 7373
Calmar Ratio Rank
VGT Martin Ratio Rank: 6161
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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Vanguard Information Technology ETF (VGT). 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.


JHIDVGTDifference

Sharpe ratio

Return per unit of total volatility

2.47

1.08

+1.40

Sortino ratio

Return per unit of downside risk

3.24

1.65

+1.59

Omega ratio

Gain probability vs. loss probability

1.50

1.23

+0.27

Calmar ratio

Return relative to maximum drawdown

3.50

1.77

+1.73

Martin ratio

Return relative to average drawdown

15.19

5.47

+9.71

JHID vs. VGT - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.47, which is higher than the VGT Sharpe Ratio of 1.08. The chart below compares the historical Sharpe Ratios of JHID and VGT, 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


JHIDVGTDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.47

1.08

+1.40

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.58

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.88

Sharpe Ratio (All Time)

Calculated using the full available price history

1.52

0.61

+0.91

Correlation

The correlation between JHID and VGT is 0.51, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

JHID vs. VGT - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 3.05%, more than VGT's 0.44% yield.


TTM20252024202320222021202020192018201720162015
JHID
John Hancock International High Dividend ETF
3.05%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VGT
Vanguard Information Technology ETF
0.44%0.40%0.60%0.65%0.91%0.64%0.82%1.11%1.29%0.99%1.31%1.28%

Drawdowns

JHID vs. VGT - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum VGT drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for JHID and VGT.


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Drawdown Indicators


JHIDVGTDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-54.63%

+42.21%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-16.40%

+6.17%

Max Drawdown (5Y)

Largest decline over 5 years

-35.07%

Max Drawdown (10Y)

Largest decline over 10 years

-35.07%

Current Drawdown

Current decline from peak

-5.03%

-12.77%

+7.74%

Average Drawdown

Average peak-to-trough decline

-2.53%

-8.00%

+5.47%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.36%

5.30%

-2.94%

Volatility

JHID vs. VGT - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 6.53%, while Vanguard Information Technology ETF (VGT) has a volatility of 7.99%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHIDVGTDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.53%

7.99%

-1.46%

Volatility (6M)

Calculated over the trailing 6-month period

9.37%

16.31%

-6.94%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

27.24%

-12.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

25.07%

-11.19%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

24.48%

-10.60%