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

Performance

JHLN vs. JHID - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, JHLN achieves a 0.64% return, which is significantly lower than JHID's 11.34% return.


JHLN

1D
-0.15%
1M
0.29%
YTD
0.64%
6M
1.14%
1Y
3Y*
5Y*
10Y*

JHID

1D
-2.13%
1M
-2.05%
YTD
11.34%
6M
14.13%
1Y
30.56%
3Y*
21.26%
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHLN vs. JHID - Yearly Performance Comparison


Correlation

The correlation between JHLN and JHID is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 21, 2025

0.08

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

JHLN vs. JHID — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

JHLN

JHID
JHID Risk / Return Rank: 7878
Overall Rank
JHID Sharpe Ratio Rank: 7979
Sharpe Ratio Rank
JHID Sortino Ratio Rank: 7878
Sortino Ratio Rank
JHID Omega Ratio Rank: 7777
Omega Ratio Rank
JHID Calmar Ratio Rank: 7676
Calmar Ratio Rank
JHID Martin Ratio Rank: 7878
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.

JHLN vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Global Senior Loan ETF (JHLN) and John Hancock International High Dividend ETF (JHID). 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.


Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

JHLN vs. JHID - Sharpe Ratio Comparison


Loading charts...

Sharpe Ratios by Period


JHLNJHIDDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.39

Sharpe Ratio (All Time)

Calculated using the full available price history

1.03

1.52

-0.50

Drawdowns

JHLN vs. JHID - Drawdown Comparison

The maximum JHLN drawdown since its inception was -1.46%, smaller than the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for JHLN and JHID.


Loading charts...

Drawdown Indicators


JHLNJHIDDifference

Max Drawdown

Largest peak-to-trough decline

-1.46%

-12.42%

+10.96%

Max Drawdown (1Y)

Largest decline over 1 year

-8.42%

Max Drawdown (3Y)

Largest decline over 3 years

-12.42%

Current Drawdown

Current decline from peak

-0.16%

-2.91%

+2.75%

Average Drawdown

Average peak-to-trough decline

-0.32%

-2.46%

+2.14%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.16%

Volatility

JHLN vs. JHID - Volatility Comparison


Loading charts...

Volatility by Period


JHLNJHIDDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.94%

Volatility (6M)

Calculated over the trailing 6-month period

10.64%

Volatility (1Y)

Calculated over the trailing 1-year period

2.67%

12.84%

-10.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

2.67%

13.96%

-11.29%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

2.67%

13.96%

-11.29%

JHLN vs. JHID - Expense Ratio Comparison

JHLN has a 0.59% expense ratio, which is higher than JHID's 0.46% expense ratio.


Dividends

JHLN vs. JHID - Dividend Comparison

JHLN's dividend yield for the trailing twelve months is around 3.86%, more than JHID's 2.93% yield.


PositionTTM202520242023
JHID
John Hancock International High Dividend ETF
2.93%3.13%5.15%5.23%
JHLN
John Hancock Global Senior Loan ETF
3.86%1.88%0.00%0.00%

Frequently Asked Questions


JHLN and JHID have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHID is cheaper at 0.46% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHID is cheaper with a 0.46% expense ratio, compared with 0.59% for JHLN.

JHLN has the higher dividend yield at 3.86%, compared with 2.93% for JHID.

JHLN is categorized as Bank Loan, while JHID is Foreign Large Cap Equities. Their fees differ too: 0.59% for JHLN and 0.46% for JHID.

Portfolio Optimizer

Find the right allocation for JHLN and JHID

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