BBHM vs. JHMM
Compare and contrast key facts about BBH Select Mid Cap ETF (BBHM) and John Hancock Multifactor Mid Cap ETF (JHMM).
BBHM and JHMM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. BBHM is a passively managed fund by BBH that tracks the performance of the Actively Managed. It was launched on May 24, 2021. JHMM is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Mid Cap Index. It was launched on Sep 28, 2015. Both BBHM and JHMM are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
BBHM vs. JHMM - Performance Comparison
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BBHM vs. JHMM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | |
|---|---|---|
BBHM BBH Select Mid Cap ETF | -1.59% | 2.74% |
JHMM John Hancock Multifactor Mid Cap ETF | 3.44% | 4.74% |
Returns By Period
In the year-to-date period, BBHM achieves a -1.59% return, which is significantly lower than JHMM's 3.44% return.
BBHM
- 1D
- 0.73%
- 1M
- -6.26%
- YTD
- -1.59%
- 6M
- —
- 1Y
- —
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
JHMM
- 1D
- 0.31%
- 1M
- -3.34%
- YTD
- 3.44%
- 6M
- 4.86%
- 1Y
- 17.51%
- 3Y*
- 13.50%
- 5Y*
- 7.46%
- 10Y*
- 11.26%
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BBHM vs. JHMM - Expense Ratio Comparison
BBHM has a 0.81% expense ratio, which is higher than JHMM's 0.42% expense ratio.
Return for Risk
BBHM vs. JHMM — Risk / Return Rank
BBHM
JHMM
BBHM vs. JHMM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for BBH Select Mid Cap ETF (BBHM) and John Hancock Multifactor Mid Cap ETF (JHMM). 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.
Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.
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Sharpe Ratios by Period
| BBHM | JHMM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | — | 0.90 | — |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.41 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.58 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.59 | -0.42 |
Correlation
The correlation between BBHM and JHMM is 0.92, 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
BBHM vs. JHMM - Dividend Comparison
BBHM has not paid dividends to shareholders, while JHMM's dividend yield for the trailing twelve months is around 0.94%.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BBHM BBH Select Mid Cap ETF | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JHMM John Hancock Multifactor Mid Cap ETF | 0.94% | 0.98% | 1.01% | 1.17% | 1.16% | 0.72% | 1.04% | 1.02% | 1.36% | 0.90% | 1.15% | 0.33% |
Drawdowns
BBHM vs. JHMM - Drawdown Comparison
The maximum BBHM drawdown since its inception was -9.78%, smaller than the maximum JHMM drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for BBHM and JHMM.
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Drawdown Indicators
| BBHM | JHMM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -9.78% | -40.71% | +30.93% |
Max Drawdown (1Y)Largest decline over 1 year | — | -8.64% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -24.10% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -40.71% | — |
Current DrawdownCurrent decline from peak | -6.49% | -5.29% | -1.20% |
Average DrawdownAverage peak-to-trough decline | -2.38% | -5.50% | +3.12% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | — | 3.08% | — |
Volatility
BBHM vs. JHMM - Volatility Comparison
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Volatility by Period
| BBHM | JHMM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | — | 5.75% | — |
Volatility (6M)Calculated over the trailing 6-month period | — | 10.93% | — |
Volatility (1Y)Calculated over the trailing 1-year period | 18.60% | 19.52% | -0.92% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.60% | 18.29% | +0.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.60% | 19.57% | -0.97% |