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BBHM vs. JHMM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

BBHM vs. JHMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in BBH Select Mid Cap ETF (BBHM) and John Hancock Multifactor Mid Cap ETF (JHMM). The values are adjusted to include any dividend payments, if applicable.

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

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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

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

BBHM

JHMM
JHMM Risk / Return Rank: 4848
Overall Rank
JHMM Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JHMM Sortino Ratio Rank: 4848
Sortino Ratio Rank
JHMM Omega Ratio Rank: 4646
Omega Ratio Rank
JHMM Calmar Ratio Rank: 4545
Calmar Ratio Rank
JHMM Martin Ratio Rank: 5454
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.

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.

BBHM vs. JHMM - Sharpe Ratio Comparison


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Sharpe Ratios by Period


BBHMJHMMDifference

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%.


TTM20252024202320222021202020192018201720162015
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


BBHMJHMMDifference

Max Drawdown

Largest 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 Drawdown

Current decline from peak

-6.49%

-5.29%

-1.20%

Average Drawdown

Average peak-to-trough decline

-2.38%

-5.50%

+3.12%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.08%

Volatility

BBHM vs. JHMM - Volatility Comparison


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Volatility by Period


BBHMJHMMDifference

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%