PXF vs. JHID
Compare and contrast key facts about Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) and John Hancock International High Dividend ETF (JHID).
PXF and JHID are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. PXF is a passively managed fund by Invesco that tracks the performance of the FTSE RAFI Developed Markets ex-U.S. Index. It was launched on Jun 25, 2007. JHID is an actively managed fund by John Hancock. It was launched on Dec 20, 2022.
Performance
PXF vs. JHID - Performance Comparison
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PXF vs. JHID - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 8.71% | 42.51% | 4.54% | 18.46% | -0.67% |
JHID John Hancock International High Dividend ETF | 8.13% | 41.47% | 3.62% | 19.47% | -0.60% |
Returns By Period
In the year-to-date period, PXF achieves a 8.71% return, which is significantly higher than JHID's 8.13% return.
PXF
- 1D
- 1.20%
- 1M
- -4.79%
- YTD
- 8.71%
- 6M
- 17.11%
- 1Y
- 41.12%
- 3Y*
- 21.50%
- 5Y*
- 12.80%
- 10Y*
- 11.09%
JHID
- 1D
- 1.29%
- 1M
- -2.07%
- YTD
- 8.13%
- 6M
- 15.27%
- 1Y
- 38.80%
- 3Y*
- 20.61%
- 5Y*
- —
- 10Y*
- —
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PXF vs. JHID - Expense Ratio Comparison
PXF has a 0.45% expense ratio, which is lower than JHID's 0.46% expense ratio.
Return for Risk
PXF vs. JHID — Risk / Return Rank
PXF
JHID
PXF vs. JHID - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) 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.
| PXF | JHID | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 2.36 | 2.57 | -0.21 |
Sortino ratioReturn per unit of downside risk | 3.05 | 3.35 | -0.30 |
Omega ratioGain probability vs. loss probability | 1.47 | 1.52 | -0.04 |
Calmar ratioReturn relative to maximum drawdown | 3.60 | 3.81 | -0.21 |
Martin ratioReturn relative to average drawdown | 14.14 | 16.46 | -2.31 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| PXF | JHID | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.36 | 2.57 | -0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.79 | — | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.62 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.22 | 1.55 | -1.33 |
Correlation
The correlation between PXF and JHID 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.
Dividends
PXF vs. JHID - Dividend Comparison
PXF's dividend yield for the trailing twelve months is around 3.41%, more than JHID's 3.01% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
PXF Invesco FTSE RAFI Developed Markets ex-U.S. ETF | 3.41% | 3.64% | 3.48% | 3.55% | 3.58% | 3.74% | 2.11% | 3.50% | 3.38% | 2.78% | 3.21% | 3.10% |
JHID John Hancock International High Dividend ETF | 3.01% | 3.13% | 5.15% | 5.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
PXF vs. JHID - Drawdown Comparison
The maximum PXF drawdown since its inception was -64.74%, which is greater than JHID's maximum drawdown of -12.42%. Use the drawdown chart below to compare losses from any high point for PXF and JHID.
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Drawdown Indicators
| PXF | JHID | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -64.74% | -12.42% | -52.32% |
Max Drawdown (1Y)Largest decline over 1 year | -11.52% | -10.23% | -1.29% |
Max Drawdown (5Y)Largest decline over 5 years | -26.82% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -41.59% | — | — |
Current DrawdownCurrent decline from peak | -6.43% | -3.80% | -2.63% |
Average DrawdownAverage peak-to-trough decline | -15.39% | -2.53% | -12.86% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.93% | 2.37% | +0.56% |
Volatility
PXF vs. JHID - Volatility Comparison
Invesco FTSE RAFI Developed Markets ex-U.S. ETF (PXF) has a higher volatility of 7.48% compared to John Hancock International High Dividend ETF (JHID) at 6.09%. This indicates that PXF'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
| PXF | JHID | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.48% | 6.09% | +1.39% |
Volatility (6M)Calculated over the trailing 6-month period | 11.68% | 9.44% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.51% | 15.16% | +2.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.27% | 13.88% | +2.39% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.03% | 13.88% | +4.15% |