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

Performance

JHID vs. VIGI - Performance Comparison

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

Loading graphics...

JHID vs. VIGI - Yearly Performance Comparison


2026 (YTD)2025202420232022
JHID
John Hancock International High Dividend ETF
8.13%41.47%3.62%19.47%-0.60%
VIGI
Vanguard International Dividend Appreciation ETF
-1.38%16.88%2.73%16.30%-0.57%

Returns By Period

In the year-to-date period, JHID achieves a 8.13% return, which is significantly higher than VIGI's -1.38% return.


JHID

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

VIGI

1D
1.30%
1M
-4.63%
YTD
-1.38%
6M
0.59%
1Y
10.50%
3Y*
9.01%
5Y*
4.56%
10Y*
7.81%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Compare stocks, funds, or ETFs

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


JHID vs. VIGI - Expense Ratio Comparison

JHID has a 0.46% expense ratio, which is higher than VIGI's 0.15% expense ratio.


Return for Risk

JHID vs. VIGI — 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

VIGI
VIGI Risk / Return Rank: 3535
Overall Rank
VIGI Sharpe Ratio Rank: 3434
Sharpe Ratio Rank
VIGI Sortino Ratio Rank: 3434
Sortino Ratio Rank
VIGI Omega Ratio Rank: 3232
Omega Ratio Rank
VIGI Calmar Ratio Rank: 3737
Calmar Ratio Rank
VIGI Martin Ratio Rank: 3939
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. VIGI - Risk-Adjusted Trends Comparison

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


JHIDVIGIDifference

Sharpe ratio

Return per unit of total volatility

2.57

0.68

+1.89

Sortino ratio

Return per unit of downside risk

3.35

1.04

+2.31

Omega ratio

Gain probability vs. loss probability

1.52

1.14

+0.38

Calmar ratio

Return relative to maximum drawdown

3.81

0.99

+2.83

Martin ratio

Return relative to average drawdown

16.46

3.69

+12.76

JHID vs. VIGI - Sharpe Ratio Comparison

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


Loading graphics...

Sharpe Ratios by Period


JHIDVIGIDifference

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

0.32

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

Sharpe Ratio (All Time)

Calculated using the full available price history

1.55

0.51

+1.03

Correlation

The correlation between JHID and VIGI is 0.86, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.


Dividends

JHID vs. VIGI - Dividend Comparison

JHID's dividend yield for the trailing twelve months is around 3.01%, more than VIGI's 2.23% yield.


TTM2025202420232022202120202019201820172016
JHID
John Hancock International High Dividend ETF
3.01%3.13%5.15%5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VIGI
Vanguard International Dividend Appreciation ETF
2.23%2.14%1.93%1.92%2.06%7.02%1.29%1.83%1.99%1.75%1.05%

Drawdowns

JHID vs. VIGI - Drawdown Comparison

The maximum JHID drawdown since its inception was -12.42%, smaller than the maximum VIGI drawdown of -31.01%. Use the drawdown chart below to compare losses from any high point for JHID and VIGI.


Loading graphics...

Drawdown Indicators


JHIDVIGIDifference

Max Drawdown

Largest peak-to-trough decline

-12.42%

-31.01%

+18.59%

Max Drawdown (1Y)

Largest decline over 1 year

-10.23%

-10.64%

+0.41%

Max Drawdown (5Y)

Largest decline over 5 years

-28.80%

Max Drawdown (10Y)

Largest decline over 10 years

-31.01%

Current Drawdown

Current decline from peak

-3.80%

-6.29%

+2.49%

Average Drawdown

Average peak-to-trough decline

-2.53%

-6.23%

+3.70%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.37%

2.84%

-0.47%

Volatility

JHID vs. VIGI - Volatility Comparison

John Hancock International High Dividend ETF (JHID) and Vanguard International Dividend Appreciation ETF (VIGI) have volatilities of 6.09% and 6.25%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading graphics...

Volatility by Period


JHIDVIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.09%

6.25%

-0.16%

Volatility (6M)

Calculated over the trailing 6-month period

9.44%

9.92%

-0.48%

Volatility (1Y)

Calculated over the trailing 1-year period

15.16%

15.54%

-0.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

13.88%

14.41%

-0.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.88%

15.87%

-1.99%