MIVL vs. JHID

Last updated Aug 5, 2026

MIVL (MFS Active International Value ETF) and JHID (John Hancock International High Dividend ETF) are both Foreign Large Cap Equities funds. Both are actively managed. Their correlation of 0.92 means they have usually moved in the same direction. MIVL charges 0.57%/yr vs 0.46%/yr for JHID.

Performance

MIVL vs. JHID - Performance Comparison

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

Returns By Period

MIVL

• 1D: 0.32%
• 1M: 4.70%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —
• ALL TIME*: —

JHID

• 1D: 0.89%
• 1M: 4.74%
• 6M: 9.99%
• YTD: 18.34%
• 1Y: 34.29%
• 3Y*: 21.50%
• 5Y*: —
• 10Y*: —
• ALL TIME*: 22.16%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JHID John Hancock International High Dividend ETF	$57.47K	$32.05K	$30.73K
MIVL MFS Active International Value ETF	$47.48K	$126.30K	$523.93K

MIVL vs. JHID - Yearly Performance Comparison

	2026 (YTD)
MIVL MFS Active International Value ETF	5.22%
JHID John Hancock International High Dividend ETF	4.80%

Correlation

The correlation between MIVL and JHID is 0.92, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (All Time) Calculated using the full available price history since Jun 4, 2026	0.92

Return for Risk

MIVL vs. JHID — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MIVL

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

JHID

JHID Risk / Return Rank: 92
JHID Sharpe Ratio Rank: 93
JHID Sortino Ratio Rank: 93
JHID Omega Ratio Rank: 92
JHID Calmar Ratio Rank: 90
JHID Martin Ratio Rank: 90

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MIVL vs. JHID - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for MFS Active International Value ETF (MIVL) 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.

	MIVL	JHID	Difference
Sharpe ratio: Return per unit of total volatility	—	2.68	—
Sortino ratio: Return per unit of downside risk	—	3.72	—
Omega ratio: Gain probability vs. loss probability	—	1.48	—
Calmar ratio: Return relative to maximum drawdown	—	4.09	—
Martin ratio: Return relative to average drawdown	—	16.00	—

Drawdowns

MIVL vs. JHID - Drawdown Comparison

The maximum MIVL drawdown since its inception was -2.49%, smaller than the maximum JHID drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for MIVL and JHID.

Drawdown Indicators

	MIVL	JHID	Difference
Max Drawdown Largest peak-to-trough decline	-2.49%	-12.42%	+9.93%
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	0.00%	0.00%	0.00%
Average Drawdown Average peak-to-trough decline	-0.84%	-2.40%	+1.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.15%	—

Volatility

Volatility by Period

	MIVL	JHID	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.25%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.04%	—
Volatility (1Y) Calculated over the trailing 1-year period	13.51%	12.88%	+0.63%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.51%	13.87%	-0.36%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	13.51%	13.87%	-0.36%

MIVL vs. JHID - Expense Ratio Comparison

MIVL has a 0.57% expense ratio, which is higher than JHID's 0.46% expense ratio.

Dividends

MIVL vs. JHID - Dividend Comparison

MIVL has not paid dividends to shareholders, while JHID's dividend yield for the trailing twelve months is around 3.31%.

Position	TTM	2025	2024	2023
JHID John Hancock International High Dividend ETF	3.31%	3.13%	5.15%	5.23%
MIVL MFS Active International Value ETF	0.00%	0.00%	0.00%	0.00%

Frequently Asked Questions

Can I hold both MIVL and JHID in my portfolio?

With a correlation of 0.92, MIVL and JHID move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which ETF is better, MIVL or JHID?

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.

Which ETF is cheaper, MIVL or JHID?

JHID is cheaper with a 0.46% expense ratio, compared with 0.57% for MIVL.

Which ETF pays a higher dividend yield, MIVL or JHID?

JHID has the higher dividend yield at 3.31%, compared with 0.00% for MIVL.

What is the main difference between MIVL and JHID?

They also come from different issuers: MFS and John Hancock. Their fees differ too: 0.57% for MIVL and 0.46% for JHID.