PortfoliosLab logoPortfoliosLab logo
RINT vs. JHMU
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

RINT vs. JHMU - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Russell Investments International Developed Equity ETF (RINT) and John Hancock Dynamic Municipal Bond ETF (JHMU). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, RINT achieves a 9.23% return, which is significantly higher than JHMU's 1.66% return.


RINT

1D
0.61%
1M
3.41%
YTD
9.23%
6M
12.50%
1Y
22.13%
3Y*
5Y*
10Y*

JHMU

1D
-0.08%
1M
0.69%
YTD
1.66%
6M
2.16%
1Y
7.44%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

RINT vs. JHMU - Yearly Performance Comparison


Correlation

The correlation between RINT and JHMU is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.28

Correlation (All Time)
Calculated using the full available price history since May 15, 2025

0.28

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

RINT vs. JHMU — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

RINT
RINT Risk / Return Rank: 4242
Overall Rank
RINT Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
RINT Sortino Ratio Rank: 4141
Sortino Ratio Rank
RINT Omega Ratio Rank: 4242
Omega Ratio Rank
RINT Calmar Ratio Rank: 3939
Calmar Ratio Rank
RINT Martin Ratio Rank: 4545
Martin Ratio Rank

JHMU
JHMU Risk / Return Rank: 7474
Overall Rank
JHMU Sharpe Ratio Rank: 8282
Sharpe Ratio Rank
JHMU Sortino Ratio Rank: 8787
Sortino Ratio Rank
JHMU Omega Ratio Rank: 8888
Omega Ratio Rank
JHMU Calmar Ratio Rank: 5656
Calmar Ratio Rank
JHMU Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RINT vs. JHMU - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Russell Investments International Developed Equity ETF (RINT) and John Hancock Dynamic Municipal Bond ETF (JHMU). 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.


RINTJHMUDifference

Sharpe ratio

Return per unit of total volatility

1.51

2.65

-1.14

Sortino ratio

Return per unit of downside risk

2.14

3.92

-1.78

Omega ratio

Gain probability vs. loss probability

1.28

1.56

-0.28

Calmar ratio

Return relative to maximum drawdown

1.95

2.70

-0.74

Martin ratio

Return relative to average drawdown

7.36

9.67

-2.32

RINT vs. JHMU - Sharpe Ratio Comparison

The current RINT Sharpe Ratio is 1.51, which is lower than the JHMU Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of RINT and JHMU, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Sharpe Ratios by Period


RINTJHMUDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.51

2.65

-1.14

Sharpe Ratio (All Time)

Calculated using the full available price history

1.79

1.74

+0.05

Drawdowns

RINT vs. JHMU - Drawdown Comparison

The maximum RINT drawdown since its inception was -11.91%, which is greater than JHMU's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for RINT and JHMU.


Loading charts...

Drawdown Indicators


RINTJHMUDifference

Max Drawdown

Largest peak-to-trough decline

-11.91%

-4.48%

-7.43%

Max Drawdown (1Y)

Largest decline over 1 year

-11.91%

-2.77%

-9.14%

Current Drawdown

Current decline from peak

-0.09%

-0.60%

+0.51%

Average Drawdown

Average peak-to-trough decline

-1.83%

-0.84%

-0.99%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.16%

0.77%

+2.39%

Volatility

RINT vs. JHMU - Volatility Comparison

Russell Investments International Developed Equity ETF (RINT) has a higher volatility of 4.47% compared to John Hancock Dynamic Municipal Bond ETF (JHMU) at 0.96%. This indicates that RINT's price experiences larger fluctuations and is considered to be riskier than JHMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


RINTJHMUDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.47%

0.96%

+3.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.35%

2.21%

+10.14%

Volatility (1Y)

Calculated over the trailing 1-year period

14.79%

2.82%

+11.97%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

14.64%

4.11%

+10.53%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

14.64%

4.11%

+10.53%

RINT vs. JHMU - Expense Ratio Comparison

RINT has a 0.49% expense ratio, which is higher than JHMU's 0.39% expense ratio.


Dividends

RINT vs. JHMU - Dividend Comparison

RINT's dividend yield for the trailing twelve months is around 0.81%, less than JHMU's 3.72% yield.


PositionTTM202520242023
JHMU
John Hancock Dynamic Municipal Bond ETF
3.72%4.36%7.29%0.63%
RINT
Russell Investments International Developed Equity ETF
0.81%0.89%0.00%0.00%

Frequently Asked Questions


RINT and JHMU have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RINT has higher volatility (4.47%) compared to JHMU (0.96%). In terms of maximum drawdown, RINT dropped -11.91% vs JHMU's -4.48%.

On 1-year performance, RINT leads with 22.13% vs 7.44% for JHMU. On fees, JHMU is cheaper at 0.39% per year. On volatility, JHMU has been the lower-risk option at 0.96%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 1-year period, RINT has performed better with a 22.13% return vs 7.44%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

JHMU is cheaper with a 0.39% expense ratio, compared with 0.49% for RINT.

JHMU has the higher dividend yield at 3.72%, compared with 0.81% for RINT.

RINT is categorized as Foreign Large Cap Equities, while JHMU is Municipal Bonds. They also come from different issuers: Russell and John Hancock. Their fees differ too: 0.49% for RINT and 0.39% for JHMU.

JHMU currently has the higher Sharpe Ratio (2.65 vs 1.51), 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.

Portfolio Optimizer

Find the right allocation for RINT and JHMU

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer