PortfoliosLab logoPortfoliosLab logo
JHID vs. VIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHID vs. VIG - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JHID achieves a 17.13% return, which is significantly higher than VIG's 9.71% return.


JHID

1D
-0.45%
1M
3.67%
6M
9.74%
YTD
17.13%
1Y
34.27%
3Y*
20.37%
5Y*
10Y*
ALL TIME*
21.89%

VIG

1D
-0.37%
1M
0.23%
6M
7.64%
YTD
9.71%
1Y
19.10%
3Y*
14.92%
5Y*
10.43%
10Y*
13.03%
ALL TIME*
10.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$54.92K$31.93K$30.69K
$229.58M$245.27M$258.85M

JHID vs. VIG - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHID
John Hancock International High Dividend ETF
17.13%41.47%3.62%19.47%-0.42%
VIG
Vanguard Dividend Appreciation ETF
9.71%14.17%16.99%14.51%0.91%

Correlation

The correlation between JHID and VIG is 0.69, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.69

Correlation (3Y)
Balances recent behavior with more history.

0.64

Correlation (All Time)
Calculated using the full available price history since Dec 21, 2022

0.64

The correlation between JHID and VIG has been stable across timeframes, ranging from 0.64 to 0.69 - a consistent structural relationship.

JHID vs. VIG - Sectors Allocation Comparison


Sectors
JHID
VIG

Financial Services

30.1%
20.3%

Industrials

15.0%
11.9%

Technology

10.4%
26.9%

Consumer Cyclical

6.5%
4.5%

Real Estate

6.1%

-

Healthcare

5.9%
17.8%

Consumer Defensive

5.8%
9.2%

Energy

5.6%
3.0%

Utilities

5.4%
3.0%

Basic Materials

5.3%
3.4%

Communication Services

3.9%
0.5%

Financial Services

JHID
30.1%
VIG
20.3%

Industrials

JHID
15.0%
VIG
11.9%

Technology

JHID
10.4%
VIG
26.9%

Consumer Cyclical

JHID
6.5%
VIG
4.5%

Real Estate

JHID
6.1%
VIG

-

Healthcare

JHID
5.9%
VIG
17.8%

Consumer Defensive

JHID
5.8%
VIG
9.2%

Energy

JHID
5.6%
VIG
3.0%

Utilities

JHID
5.4%
VIG
3.0%

Basic Materials

JHID
5.3%
VIG
3.4%

Communication Services

JHID
3.9%
VIG
0.5%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

JHID vs. VIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JHID
JHID Risk / Return Rank: 9393
Overall Rank
JHID Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 9494
Sortino Ratio Rank
JHID Omega Ratio Rank: 9393
Omega Ratio Rank
JHID Calmar Ratio Rank: 9292
Calmar Ratio Rank
JHID Martin Ratio Rank: 9292
Martin Ratio Rank

VIG
VIG Risk / Return Rank: 7575
Overall Rank
VIG Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
VIG Sortino Ratio Rank: 8080
Sortino Ratio Rank
VIG Omega Ratio Rank: 7777
Omega Ratio Rank
VIG Calmar Ratio Rank: 6666
Calmar Ratio Rank
VIG Martin Ratio Rank: 7575
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JHID vs. VIG - Risk-Adjusted Trends Comparison

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


JHIDVIGDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.16

Omega ratioGain probability vs. loss probability

1.48

1.32

+0.16

Calmar ratioReturn relative to maximum drawdown

4.11

2.28

+1.83

Martin ratioReturn relative to average drawdown

16.08

9.28

+6.81

JHID vs. VIG - Sharpe Ratio Comparison

The current JHID Sharpe Ratio is 2.69, which is higher than the VIG Sharpe Ratio of 1.79. The chart below compares the historical Sharpe Ratios of JHID and VIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

JHID vs. VIG - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum VIG drawdown of -46.81%. Use the drawdown chart below to compare losses from any high point for JHID and VIG.


Loading charts...

Drawdown Indicators


JHIDVIGDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-46.81%

+34.39%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

-7.91%

-0.51%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

-14.95%

+2.53%

Max Drawdown (5Y)

Largest decline over 5 years

-20.39%

Max Drawdown (10Y)

Largest decline over 10 years

-31.72%

Current Drawdown

Current decline from peak

-0.45%

-1.06%

+0.61%

Average Drawdown

Average peak-to-trough decline

-2.40%

-5.47%

+3.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.15%

1.94%

+0.21%

Volatility

JHID vs. VIG - Volatility Comparison

John Hancock International High Dividend ETF (JHID) has a higher volatility of 3.39% compared to Vanguard Dividend Appreciation ETF (VIG) at 2.69%. This indicates that JHID's price experiences larger fluctuations and is considered to be riskier than VIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


JHIDVIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

2.69%

+0.70%

Volatility (6M)

Calculated over the trailing 6-month period

11.04%

7.61%

+3.43%

Volatility (1Y)

Calculated over the trailing 1-year period

12.89%

10.14%

+2.75%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

14.20%

-0.32%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

16.02%

-2.14%

JHID vs. VIG - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than VIG's 0.04% expense ratio.


Dividends

JHID vs. VIG - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 3.35%, more than VIG's 1.50% yield.


PositionTTM20252024202320222021202020192018201720162015
JHID
John Hancock International High Dividend ETF
3.35%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIG
Vanguard Dividend Appreciation ETF
1.50%1.62%1.73%1.88%1.96%1.55%1.63%1.71%2.08%1.88%2.14%2.34%

Frequently Asked Questions


JHID and VIG 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.

JHID has higher volatility (3.39%) compared to VIG (2.69%). In terms of maximum drawdown, JHID dropped -12.42% vs VIG's -46.81%.

On 3-year performance, JHID leads with 20.37% vs 14.92% for VIG. On fees, VIG is cheaper at 0.04% per year. On volatility, VIG has been the lower-risk option at 2.69%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 3-year period, JHID has performed better with a 20.37% return vs 14.92%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

VIG is cheaper with a 0.04% expense ratio, compared with 0.46% for JHID.

JHID has the higher dividend yield at 3.35%, compared with 1.50% for VIG.

JHID is categorized as Foreign Large Cap Equities, while VIG is Dividend. They also come from different issuers: John Hancock and Vanguard. Their fees differ too: 0.46% for JHID and 0.04% for VIG.

JHID currently has the higher Sharpe Ratio (2.69 vs 1.79), 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

Find the right allocation for JHID and VIG

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer