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JHID vs. VIDI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHID vs. VIDI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock International High Dividend ETF (JHID) and Vident International Equity Fund (VIDI). 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 13.77% return, which is significantly lower than VIDI's 22.11% return.


JHID

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

VIDI

1D
-0.36%
1M
5.51%
YTD
22.11%
6M
25.01%
1Y
48.31%
3Y*
27.28%
5Y*
12.06%
10Y*
10.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHID vs. VIDI - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHID
John Hancock International High Dividend ETF
13.77%41.47%3.62%19.47%-0.60%
VIDI
Vident International Equity Fund
22.11%41.83%6.03%18.92%-0.32%

Correlation

The correlation between JHID and VIDI is 0.83, 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

0.83

Correlation (3Y)
Calculated over the trailing 3-year period

0.84

Correlation (All Time)
Calculated using the full available price history since Dec 22, 2022

0.85

The correlation between JHID and VIDI has been stable across timeframes, ranging from 0.83 to 0.85 - a consistent structural relationship.

JHID vs. VIDI - Sectors Allocation Comparison


Sectors
JHID
VIDI

Financial Services

28.1%
18.5%

Industrials

15.6%
18.8%

Technology

8.8%
13.7%

Consumer Defensive

8.5%
6.2%

Energy

6.6%
8.0%

Healthcare

6.5%
6.1%

Basic Materials

6.3%
8.4%

Real Estate

6.1%
0.8%

Utilities

6.1%
3.1%

Consumer Cyclical

4.8%
10.4%

Communication Services

2.7%
6.0%

Financial Services

JHID
28.1%
VIDI
18.5%

Industrials

JHID
15.6%
VIDI
18.8%

Technology

JHID
8.8%
VIDI
13.7%

Consumer Defensive

JHID
8.5%
VIDI
6.2%

Energy

JHID
6.6%
VIDI
8.0%

Healthcare

JHID
6.5%
VIDI
6.1%

Basic Materials

JHID
6.3%
VIDI
8.4%

Real Estate

JHID
6.1%
VIDI
0.8%

Utilities

JHID
6.1%
VIDI
3.1%

Consumer Cyclical

JHID
4.8%
VIDI
10.4%

Communication Services

JHID
2.7%
VIDI
6.0%

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Return for Risk

JHID vs. VIDI — 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

VIDI
VIDI Risk / Return Rank: 9090
Overall Rank
VIDI Sharpe Ratio Rank: 9393
Sharpe Ratio Rank
VIDI Sortino Ratio Rank: 9292
Sortino Ratio Rank
VIDI Omega Ratio Rank: 9292
Omega Ratio Rank
VIDI Calmar Ratio Rank: 8686
Calmar Ratio Rank
VIDI Martin Ratio Rank: 8787
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. VIDI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock International High Dividend ETF (JHID) and Vident International Equity Fund (VIDI). 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.


JHIDVIDIDifference
Sharpe ratioReturn per unit of total volatility

-0.68

Sortino ratioReturn per unit of downside risk

-0.67

Omega ratioGain probability vs. loss probability

1.48

1.61

-0.13

Calmar ratioReturn relative to maximum drawdown

4.03

4.82

-0.79

Martin ratioReturn relative to average drawdown

15.73

18.57

-2.84

JHID vs. VIDI - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.69, which is comparable to the VIDI Sharpe Ratio of 3.37. The chart below compares the historical Sharpe Ratios of JHID and VIDI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


JHIDVIDIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.69

3.37

-0.68

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.61

Sharpe Ratio (All Time)

Calculated using the full available price history

1.59

0.43

+1.16

Drawdowns

JHID vs. VIDI - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum VIDI drawdown of -48.39%. Use the drawdown chart below to compare losses from any high point for JHID and VIDI.


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Drawdown Indicators


JHIDVIDIDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-48.39%

+35.97%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-10.07%

+1.65%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

-14.54%

+2.12%

Max Drawdown (5Y)

Largest decline over 5 years

-30.00%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

Current Drawdown

Current decline from peak

-0.80%

-1.39%

+0.59%

Average Drawdown

Average peak-to-trough decline

-2.46%

-10.38%

+7.92%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

2.61%

-0.46%

Volatility

JHID vs. VIDI - Volatility Comparison

The current volatility for John Hancock International High Dividend ETF (JHID) is 3.90%, while Vident International Equity Fund (VIDI) has a volatility of 4.13%. This indicates that JHID experiences smaller price fluctuations and is considered to be less risky than VIDI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHIDVIDIDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.90%

4.13%

-0.23%

Volatility (6M)

Calculated over the trailing 6-month period

10.40%

11.95%

-1.55%

Volatility (1Y)

Calculated over the trailing 1-year period

12.64%

14.43%

-1.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.91%

15.94%

-2.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.91%

18.01%

-4.10%

JHID vs. VIDI - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is lower than VIDI's 0.59% expense ratio.


Dividends

JHID vs. VIDI - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 2.86%, less than VIDI's 3.64% yield.


PositionTTM20252024202320222021202020192018201720162015
JHID
John Hancock International High Dividend ETF
2.86%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIDI
Vident International Equity Fund
3.64%4.26%4.93%4.14%5.85%4.62%2.51%3.35%2.80%2.21%1.92%2.25%

Frequently Asked Questions


JHID and VIDI have a correlation of 0.83, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

VIDI has higher volatility (4.13%) compared to JHID (3.90%). In terms of maximum drawdown, JHID dropped -12.42% vs VIDI's -48.39%.

On 3-year performance, VIDI leads with 27.28% vs 22.68% for JHID. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.90%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, VIDI has performed better with a 27.28% return vs 22.68%. 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 0.59% for VIDI.

VIDI has the higher dividend yield at 3.64%, compared with 2.86% for JHID.

They also come from different issuers: John Hancock and Vident. Their fees differ too: 0.46% for JHID and 0.59% for VIDI.

VIDI currently has the higher Sharpe Ratio (3.37 vs 2.69), 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

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