JHMD vs. MDIJX
Compare and contrast key facts about John Hancock Multifactor Developed International ETF (JHMD) and MFS International Diversification Fund (MDIJX).
JHMD is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Developed International Index. It was launched on Dec 15, 2016. MDIJX is managed by MFS. It was launched on Sep 30, 2004.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHMD or MDIJX.
Correlation
The correlation between JHMD and MDIJX is 0.89, 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.
Performance
JHMD vs. MDIJX - Performance Comparison
Key characteristics
JHMD:
0.92
MDIJX:
1.28
JHMD:
1.32
MDIJX:
1.81
JHMD:
1.16
MDIJX:
1.22
JHMD:
1.15
MDIJX:
1.24
JHMD:
2.65
MDIJX:
3.64
JHMD:
4.51%
MDIJX:
4.05%
JHMD:
12.97%
MDIJX:
11.49%
JHMD:
-35.67%
MDIJX:
-54.94%
JHMD:
-1.58%
MDIJX:
-2.57%
Returns By Period
In the year-to-date period, JHMD achieves a 8.70% return, which is significantly higher than MDIJX's 7.36% return.
JHMD
8.70%
7.10%
2.53%
10.55%
6.66%
N/A
MDIJX
7.36%
6.24%
2.40%
13.04%
4.94%
5.80%
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JHMD vs. MDIJX - Expense Ratio Comparison
JHMD has a 0.39% expense ratio, which is lower than MDIJX's 0.82% expense ratio.
Risk-Adjusted Performance
JHMD vs. MDIJX — Risk-Adjusted Performance Rank
JHMD
MDIJX
JHMD vs. MDIJX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and MFS International Diversification Fund (MDIJX). 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.
Dividends
JHMD vs. MDIJX - Dividend Comparison
JHMD's dividend yield for the trailing twelve months is around 3.27%, more than MDIJX's 2.35% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHMD John Hancock Multifactor Developed International ETF | 3.27% | 3.55% | 3.01% | 2.85% | 3.22% | 1.89% | 3.19% | 2.09% | 2.26% | 0.00% | 0.00% | 0.00% |
MDIJX MFS International Diversification Fund | 2.35% | 2.52% | 2.58% | 0.66% | 1.88% | 0.69% | 1.43% | 2.45% | 1.63% | 2.19% | 1.69% | 1.48% |
Drawdowns
JHMD vs. MDIJX - Drawdown Comparison
The maximum JHMD drawdown since its inception was -35.67%, smaller than the maximum MDIJX drawdown of -54.94%. Use the drawdown chart below to compare losses from any high point for JHMD and MDIJX. For additional features, visit the drawdowns tool.
Volatility
JHMD vs. MDIJX - Volatility Comparison
John Hancock Multifactor Developed International ETF (JHMD) and MFS International Diversification Fund (MDIJX) have volatilities of 3.31% and 3.20%, 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.