JIG vs. JHID
JIG (JPMorgan International Growth ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Over the past 3 years, JIG returned 13.12%/yr vs 19.96%/yr for JHID. A 0.80 correlation means they provide meaningful diversification when combined. JIG charges 0.55%/yr vs 0.46%/yr for JHID.
Performance
JIG vs. JHID - Performance Comparison
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Returns By Period
In the year-to-date period, JIG achieves a 12.26% return, which is significantly lower than JHID's 14.58% return.
JIG
- 1D
- -1.81%
- 1M
- -4.28%
- 6M
- 6.71%
- YTD
- 12.26%
- 1Y
- 18.51%
- 3Y*
- 13.12%
- 5Y*
- 2.78%
- 10Y*
- —
JHID
- 1D
- -0.44%
- 1M
- -0.18%
- 6M
- 10.79%
- YTD
- 14.58%
- 1Y
- 31.71%
- 3Y*
- 19.96%
- 5Y*
- —
- 10Y*
- —
JIG vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JIG JPMorgan International Growth ETF | 12.26% | 20.10% | 8.84% | 13.00% | 0.04% |
JHID John Hancock International High Dividend ETF | 14.58% | 41.47% | 3.62% | 19.47% | -0.42% |
Correlation
The correlation between JIG and JHID is 0.79, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.79 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.79 |
Correlation (All Time) Calculated using the full available price history since Dec 21, 2022 | 0.80 |
The correlation between JIG and JHID has been stable across timeframes, ranging from 0.79 to 0.80 - a consistent structural relationship.
JIG vs. JHID - Sectors Allocation Comparison
Sectors
JIG
JHID
Technology
Industrials
Consumer Cyclical
Financial Services
Basic Materials
Communication Services
Healthcare
Utilities
Consumer Defensive
Real Estate
Energy
Technology
JIG
JHID
Industrials
JIG
JHID
Consumer Cyclical
JIG
JHID
Financial Services
JIG
JHID
Basic Materials
JIG
JHID
Communication Services
JIG
JHID
Healthcare
JIG
JHID
Utilities
JIG
JHID
Consumer Defensive
JIG
JHID
Real Estate
JIG
JHID
Energy
JIG
JHID
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Return for Risk
JIG vs. JHID — Risk / Return Rank
JIG
JHID
JIG vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan International Growth ETF (JIG) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| JIG | JHID | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.55 | ||
| Sortino ratioReturn per unit of downside risk | -2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.44 | -0.27 |
| Calmar ratioReturn relative to maximum drawdown | 1.44 | 3.78 | -2.35 |
| Martin ratioReturn relative to average drawdown | 5.06 | 14.44 | -9.38 |
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Drawdowns
JIG vs. JHID - Drawdown Comparison
The maximum JIG drawdown since its inception was -43.75%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for JIG and JHID.
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Drawdown Indicators
| JIG | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.75% | -12.42% | -31.33% |
Max Drawdown (1Y)Largest decline over 1 year | -12.94% | -8.42% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -16.04% | -12.42% | -3.62% |
Max Drawdown (5Y)Largest decline over 5 years | -43.75% | — | — |
Current DrawdownCurrent decline from peak | -7.19% | -0.44% | -6.75% |
Average DrawdownAverage peak-to-trough decline | -16.53% | -2.43% | -14.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.67% | 2.20% | +1.47% |
Volatility
JIG vs. JHID - Volatility Comparison
JPMorgan International Growth ETF (JIG) has a higher volatility of 7.36% compared to John Hancock International High Dividend ETF (JHID) at 3.19%. This indicates that JIG's price experiences larger fluctuations and is considered to be riskier than JHID based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JIG | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.36% | 3.19% | +4.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.71% | 11.09% | +7.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.73% | 13.03% | +7.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.41% | 13.90% | +5.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.30% | 13.90% | +5.40% |
JIG vs. JHID - Expense Ratio Comparison
JIG has a 0.55% expense ratio, which is higher than JHID's 0.46% expense ratio.
Dividends
JIG vs. JHID - Dividend Comparison
JIG's dividend yield for the trailing twelve months is around 2.00%, less than JHID's 3.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 |
|---|---|---|---|---|---|---|---|
JHID John Hancock International High Dividend ETF | 3.42% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% |
JIG JPMorgan International Growth ETF | 2.00% | 2.25% | 1.70% | 1.69% | 0.91% | 1.35% | 0.04% |
Frequently Asked Questions
JIG and JHID have a correlation of 0.79, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
JIG has higher volatility (7.36%) compared to JHID (3.19%). In terms of maximum drawdown, JIG dropped -43.75% vs JHID's -12.42%.
On 3-year performance, JHID leads with 19.96% vs 13.12% for JIG. On fees, JHID is cheaper at 0.46% per year. On volatility, JHID has been the lower-risk option at 3.19%. 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 19.96% return vs 13.12%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
JHID is cheaper with a 0.46% expense ratio, compared with 0.55% for JIG.
JHID has the higher dividend yield at 3.42%, compared with 2.00% for JIG.
They also come from different issuers: JPMorgan and John Hancock. Their fees differ too: 0.55% for JIG and 0.46% for JHID.
JHID currently has the higher Sharpe Ratio (2.45 vs 0.90), 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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