JHMD vs. SCHF
Compare and contrast key facts about John Hancock Multifactor Developed International ETF (JHMD) and Schwab International Equity ETF (SCHF).
JHMD and SCHF are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. 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. SCHF is a passively managed fund by Charles Schwab that tracks the performance of the FTSE Developed ex U.S. Index. It was launched on Nov 3, 2009. Both JHMD and SCHF are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHMD or SCHF.
Correlation
The correlation between JHMD and SCHF is 0.95, 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. SCHF - Performance Comparison
Key characteristics
JHMD:
0.72
SCHF:
0.91
JHMD:
1.05
SCHF:
1.32
JHMD:
1.13
SCHF:
1.16
JHMD:
0.90
SCHF:
1.21
JHMD:
2.06
SCHF:
2.82
JHMD:
4.51%
SCHF:
4.13%
JHMD:
12.98%
SCHF:
12.78%
JHMD:
-35.67%
SCHF:
-34.64%
JHMD:
-2.48%
SCHF:
-2.00%
Returns By Period
The year-to-date returns for both stocks are quite close, with JHMD having a 7.70% return and SCHF slightly lower at 7.68%.
JHMD
7.70%
6.11%
0.85%
8.64%
6.54%
N/A
SCHF
7.68%
5.90%
1.27%
11.09%
8.39%
6.68%
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JHMD vs. SCHF - Expense Ratio Comparison
JHMD has a 0.39% expense ratio, which is higher than SCHF's 0.06% expense ratio.
Risk-Adjusted Performance
JHMD vs. SCHF — Risk-Adjusted Performance Rank
JHMD
SCHF
JHMD vs. SCHF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and Schwab International Equity ETF (SCHF). 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. SCHF - Dividend Comparison
JHMD's dividend yield for the trailing twelve months is around 3.30%, less than SCHF's 3.94% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHMD John Hancock Multifactor Developed International ETF | 3.30% | 3.55% | 3.01% | 2.85% | 3.22% | 1.89% | 3.19% | 2.09% | 2.26% | 0.00% | 0.00% | 0.00% |
SCHF Schwab International Equity ETF | 3.94% | 4.24% | 4.03% | 4.75% | 3.19% | 4.16% | 5.89% | 3.06% | 4.70% | 5.15% | 2.26% | 5.80% |
Drawdowns
JHMD vs. SCHF - Drawdown Comparison
The maximum JHMD drawdown since its inception was -35.67%, roughly equal to the maximum SCHF drawdown of -34.64%. Use the drawdown chart below to compare losses from any high point for JHMD and SCHF. For additional features, visit the drawdowns tool.
Volatility
JHMD vs. SCHF - Volatility Comparison
John Hancock Multifactor Developed International ETF (JHMD) and Schwab International Equity ETF (SCHF) have volatilities of 3.53% and 3.65%, 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.