JHID vs. VIGI
JHID (John Hancock International High Dividend ETF) and VIGI (Vanguard International Dividend Appreciation ETF) are both exchange-traded funds - JHID is a Foreign Large Cap Equities fund actively managed by John Hancock, while VIGI is a Dividend fund tracking the S&P Global Ex-U.S. Dividend Growers Index. JHID is actively managed, while VIGI is passively managed. Over the past 3 years, JHID returned 22.68%/yr vs 10.31%/yr for VIGI. Their correlation of 0.86 suggests significant overlap in exposure. JHID charges 0.46%/yr vs 0.15%/yr for VIGI.
Performance
JHID vs. VIGI - Performance Comparison
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Returns By Period
In the year-to-date period, JHID achieves a 13.77% return, which is significantly higher than VIGI's 3.99% return.
JHID
- 1D
- 0.75%
- 1M
- 2.19%
- YTD
- 13.77%
- 6M
- 16.64%
- 1Y
- 33.80%
- 3Y*
- 22.68%
- 5Y*
- —
- 10Y*
- —
VIGI
- 1D
- 1.22%
- 1M
- 2.48%
- YTD
- 3.99%
- 6M
- 5.05%
- 1Y
- 7.10%
- 3Y*
- 10.31%
- 5Y*
- 4.62%
- 10Y*
- 7.85%
JHID vs. VIGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JHID John Hancock International High Dividend ETF | 13.77% | 41.47% | 3.62% | 19.47% | -0.60% |
VIGI Vanguard International Dividend Appreciation ETF | 3.99% | 16.88% | 2.73% | 16.30% | -0.57% |
Correlation
The correlation between JHID and VIGI is 0.85, 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 | 0.85 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.86 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2022 | 0.86 |
The correlation between JHID and VIGI has been stable across timeframes, ranging from 0.85 to 0.86 - a consistent structural relationship.
JHID vs. VIGI - Sectors Allocation Comparison
Sectors
JHID
VIGI
Financial Services
Industrials
Technology
Consumer Defensive
Energy
Healthcare
Basic Materials
Real Estate
Utilities
Consumer Cyclical
Communication Services
Financial Services
JHID
VIGI
Industrials
JHID
VIGI
Technology
JHID
VIGI
Consumer Defensive
JHID
VIGI
Energy
JHID
VIGI
Healthcare
JHID
VIGI
Basic Materials
JHID
VIGI
Real Estate
JHID
VIGI
Utilities
JHID
VIGI
Consumer Cyclical
JHID
VIGI
Communication Services
JHID
VIGI
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Return for Risk
JHID vs. VIGI — Risk / Return Rank
JHID
VIGI
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.
| JHID | VIGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.14 | ||
| Sortino ratioReturn per unit of downside risk | +2.85 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.10 | +0.38 |
| Calmar ratioReturn relative to maximum drawdown | 4.03 | 0.67 | +3.36 |
| Martin ratioReturn relative to average drawdown | 15.73 | 2.36 | +13.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JHID | VIGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.69 | 0.55 | +2.14 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.32 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.50 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.59 | 0.54 | +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.
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Drawdown Indicators
| JHID | VIGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -12.42% | -31.01% | +18.59% |
Max Drawdown (1Y)Largest decline over 1 year | -8.42% | -10.64% | +2.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.42% | -14.50% | +2.08% |
Max Drawdown (5Y)Largest decline over 5 years | — | -28.80% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -31.01% | — |
Current DrawdownCurrent decline from peak | -0.80% | -1.18% | +0.38% |
Average DrawdownAverage peak-to-trough decline | -2.46% | -6.18% | +3.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.15% | 3.02% | -0.87% |
Volatility
JHID vs. VIGI - Volatility Comparison
John Hancock International High Dividend ETF (JHID) has a higher volatility of 3.90% compared to Vanguard International Dividend Appreciation ETF (VIGI) at 3.15%. This indicates that JHID's price experiences larger fluctuations and is considered to be riskier than VIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHID | VIGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.90% | 3.15% | +0.75% |
Volatility (6M)Calculated over the trailing 6-month period | 10.40% | 10.19% | +0.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.64% | 12.99% | -0.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.91% | 14.43% | -0.52% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 13.91% | 15.88% | -1.97% |
JHID vs. VIGI - Expense Ratio Comparison
JHID has a 0.46% expense ratio, which is higher than VIGI's 0.15% expense ratio.
Dividends
JHID vs. VIGI - Dividend Comparison
JHID's dividend yield for the trailing twelve months is around 2.86%, more than VIGI's 2.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 |
|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
VIGI Vanguard International Dividend Appreciation ETF | 2.12% | 2.14% | 1.93% | 1.92% | 2.06% | 7.02% | 1.29% | 1.83% | 1.99% | 1.75% | 1.05% |
Frequently Asked Questions
JHID and VIGI have a correlation of 0.85, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JHID has higher volatility (3.90%) compared to VIGI (3.15%). In terms of maximum drawdown, JHID dropped -12.42% vs VIGI's -31.01%.
On 3-year performance, JHID leads with 22.68% vs 10.31% for VIGI. On fees, VIGI is cheaper at 0.15% per year. On volatility, VIGI has been the lower-risk option at 3.15%. 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 22.68% return vs 10.31%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
VIGI is cheaper with a 0.15% expense ratio, compared with 0.46% for JHID.
JHID has the higher dividend yield at 2.86%, compared with 2.12% for VIGI.
JHID is categorized as Foreign Large Cap Equities, while VIGI is Dividend. They also come from different issuers: John Hancock and Vanguard. Their fees differ too: 0.46% for JHID and 0.15% for VIGI.
JHID currently has the higher Sharpe Ratio (2.69 vs 0.55), 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.
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