DUSG vs. JHSC

Last updated Jul 16, 2026

DUSG (U.S. Small Cap Growth Portfolio: ETF Class Shares) and JHSC (John Hancock Multifactor Small Cap ETF) are both Small Cap Growth Equities funds. DUSG is actively managed, while JHSC is passively managed. Their correlation of 0.91 suggests significant overlap in exposure. DUSG charges 0.32%/yr vs 0.42%/yr for JHSC.

Performance

DUSG vs. JHSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and John Hancock Multifactor Small Cap ETF (JHSC). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

DUSG

• 1D: 0.22%
• 1M: -0.04%
• 6M: —
• YTD: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

JHSC

• 1D: 0.56%
• 1M: 0.98%
• 6M: 9.13%
• YTD: 15.53%
• 1Y: 24.14%
• 3Y*: 13.51%
• 5Y*: 8.65%
• 10Y*: —

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

DUSG vs. JHSC - Yearly Performance Comparison

	2026 (YTD)
DUSG U.S. Small Cap Growth Portfolio: ETF Class Shares	2.66%
JHSC John Hancock Multifactor Small Cap ETF	4.37%

Correlation

The correlation between DUSG and JHSC is 0.91, indicating a strong positive relationship between their price movements. Combining them offers limited diversification - they tend to fall together during downturns.

	Correlation
Correlation (All Time) Calculated using the full available price history since May 6, 2026	0.91

Return for Risk

DUSG vs. JHSC — Risk / Return Rank

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

DUSG

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

JHSC

JHSC Risk / Return Rank: 57
JHSC Sharpe Ratio Rank: 54
JHSC Sortino Ratio Rank: 59
JHSC Omega Ratio Rank: 51
JHSC Calmar Ratio Rank: 62
JHSC Martin Ratio Rank: 61

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.

DUSG vs. JHSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for U.S. Small Cap Growth Portfolio: ETF Class Shares (DUSG) and John Hancock Multifactor Small Cap ETF (JHSC). 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.

	DUSG	JHSC	Difference
Sharpe ratio: Return per unit of total volatility	—	1.51	—
Sortino ratio: Return per unit of downside risk	—	2.27	—
Omega ratio: Gain probability vs. loss probability	—	1.27	—
Calmar ratio: Return relative to maximum drawdown	—	2.52	—
Martin ratio: Return relative to average drawdown	—	8.75	—

Drawdowns

DUSG vs. JHSC - Drawdown Comparison

The maximum DUSG drawdown since its inception was -4.19%, smaller than the maximum JHSC drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for DUSG and JHSC.

Drawdown Indicators

	DUSG	JHSC	Difference
Max Drawdown Largest peak-to-trough decline	-4.19%	-42.66%	+38.47%
Max Drawdown (1Y) Largest decline over 1 year	—	-9.63%	—
Max Drawdown (3Y) Largest decline over 3 years	—	-25.16%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-25.21%	—
Current Drawdown Current decline from peak	-2.34%	-0.49%	-1.85%
Average Drawdown Average peak-to-trough decline	-1.13%	-7.68%	+6.55%
Ulcer Index Depth and duration of drawdowns from previous peaks	—	2.77%	—

Volatility

Volatility by Period

	DUSG	JHSC	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	3.38%	—
Volatility (6M) Calculated over the trailing 6-month period	—	11.22%	—
Volatility (1Y) Calculated over the trailing 1-year period	14.71%	16.19%	-1.48%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	14.71%	20.11%	-5.40%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	14.71%	22.12%	-7.41%

DUSG vs. JHSC - Expense Ratio Comparison

DUSG has a 0.32% expense ratio, which is lower than JHSC's 0.42% expense ratio.

Dividends

DUSG vs. JHSC - Dividend Comparison

DUSG's dividend yield for the trailing twelve months is around 0.14%, less than JHSC's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018
DUSG U.S. Small Cap Growth Portfolio: ETF Class Shares	0.14%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
JHSC John Hancock Multifactor Small Cap ETF	1.01%	1.13%	0.96%	0.98%	1.13%	1.08%	1.12%	1.14%	1.09%

Frequently Asked Questions

Can I hold both DUSG and JHSC in my portfolio?

With a correlation of 0.91, DUSG and JHSC 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, DUSG or JHSC?

On fees, DUSG is cheaper at 0.32% per year. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF is cheaper, DUSG or JHSC?

DUSG is cheaper with a 0.32% expense ratio, compared with 0.42% for JHSC.

Which ETF pays a higher dividend yield, DUSG or JHSC?

JHSC has the higher dividend yield at 1.01%, compared with 0.14% for DUSG.

What is the main difference between DUSG and JHSC?

They also come from different issuers: Dimensional Fund Advisors and Manulife. Their fees differ too: 0.32% for DUSG and 0.42% for JHSC.