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IJT vs. JHSC
Performance
Return for Risk
Drawdowns
Volatility
Dividends

IJT vs. JHSC

Last updated Aug 2, 2026
Documentation

IJT (iShares S&P SmallCap 600 Growth ETF) and JHSC (John Hancock Multifactor Small Cap ETF) are both Small Cap Growth Equities funds - IJT tracks the S&P SmallCap 600 Growth Index while JHSC tracks the John Hancock Dimensional Small Cap Index. Both are passively managed. Over the past 5 years, IJT returned 6.52%/yr vs 7.89%/yr for JHSC. Their 0.95 correlation means they have historically moved very closely together. IJT charges 0.18%/yr vs 0.42%/yr for JHSC.

Performance

IJT vs. JHSC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares S&P SmallCap 600 Growth ETF (IJT) and John Hancock Multifactor Small Cap ETF (JHSC). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, IJT achieves a 22.72% return, which is significantly higher than JHSC's 15.31% return.

IJT

1D
-0.21%
1M
-1.81%
6M
17.16%
YTD
22.72%
1Y
32.44%
3Y*
13.98%
5Y*
6.52%
10Y*
11.04%
ALL TIME*
9.57%

JHSC

1D
-0.23%
1M
0.23%
6M
8.71%
YTD
15.31%
1Y
24.76%
3Y*
12.62%
5Y*
7.89%
10Y*
—
ALL TIME*
8.97%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)

IJT

iShares S&P SmallCap 600 Growth ETF
$37.02M$33.10M$30.37M

JHSC

John Hancock Multifactor Small Cap ETF
$4.07M$3.28M$2.18M

IJT vs. JHSC - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
IJT
iShares S&P SmallCap 600 Growth ETF		22.72%5.26%9.33%17.11%-21.32%22.37%19.22%20.98%-4.40%4.39%
JHSC
John Hancock Multifactor Small Cap ETF		15.31%6.88%9.74%20.77%-14.65%19.55%11.60%24.43%-12.50%4.48%

Correlation

The correlation between IJT and JHSC is 0.94, meaning they have usually moved in the same direction, including during past declines.

Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.94

Correlation (3Y)
Balances recent behavior with more history.

0.96

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.97

Correlation (All Time)
Calculated using the full available price history since Nov 9, 2017

0.95

The correlation between IJT and JHSC has been stable across timeframes, ranging from 0.94 to 0.97 - a consistent structural relationship.

IJT vs. JHSC - Sectors Allocation Comparison

Sectors
IJT
JHSC

Industrials

19.9%
17.0%

Technology

16.8%
14.8%

Healthcare

15.1%
8.6%

Financial Services

14.7%
18.6%

Consumer Cyclical

11.4%
14.1%

Real Estate

7.2%
6.2%

Energy

4.5%
6.1%

Consumer Defensive

3.5%
3.0%

Basic Materials

3.0%
5.1%

Communication Services

2.3%
2.8%

Utilities

1.7%
3.8%

Industrials

IJT
19.9%
JHSC
17.0%

Technology

IJT
16.8%
JHSC
14.8%

Healthcare

IJT
15.1%
JHSC
8.6%

Financial Services

IJT
14.7%
JHSC
18.6%

Consumer Cyclical

IJT
11.4%
JHSC
14.1%

Real Estate

IJT
7.2%
JHSC
6.2%

Energy

IJT
4.5%
JHSC
6.1%

Consumer Defensive

IJT
3.5%
JHSC
3.0%

Basic Materials

IJT
3.0%
JHSC
5.1%

Communication Services

IJT
2.3%
JHSC
2.8%

Utilities

IJT
1.7%
JHSC
3.8%

Compare stocks, funds, or ETFs

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

iShares S&P SmallCap 600 Growth ETF

John Hancock Multifactor Small Cap ETF

Often compared with IJT:
IJT vs. IJRIJT vs. VBKIJT vs. SLYGIJT vs. ISCGIJT vs. IWMIJT vs. VIOGIJT vs. SCHA
Often compared with JHSC:
JHSC vs. CALFJHSC vs. XLEJHSC vs. SMMVJHSC vs. SQLVJHSC vs. JHMDJHSC vs. JHEMJHSC vs. VB

Return for Risk

IJT vs. JHSC — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.
IJT
IJT Risk / Return Rank: 7979
Overall Rank
IJT Sharpe Ratio Rank: 7575
Sharpe Ratio Rank
IJT Sortino Ratio Rank: 7979
Sortino Ratio Rank
IJT Omega Ratio Rank: 7272
Omega Ratio Rank
IJT Calmar Ratio Rank: 8686
Calmar Ratio Rank
IJT Martin Ratio Rank: 8484
Martin Ratio Rank
JHSC
JHSC Risk / Return Rank: 6464
Overall Rank
JHSC Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
JHSC Sortino Ratio Rank: 6565
Sortino Ratio Rank
JHSC Omega Ratio Rank: 5858
Omega Ratio Rank
JHSC Calmar Ratio Rank: 6868
Calmar Ratio Rank
JHSC Martin Ratio Rank: 6969
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

IJT vs. JHSC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares S&P SmallCap 600 Growth ETF (IJT) 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.

IJTJHSCDifference
Sharpe ratioReturn per unit of total volatility
1.71
1.44

+0.26

Sortino ratioReturn per unit of downside risk
2.55
2.17

+0.38

Omega ratioGain probability vs. loss probability

1.30

1.25

+0.04

Calmar ratioReturn relative to maximum drawdown

3.35

2.40

+0.94

Martin ratioReturn relative to average drawdown

11.32

8.46

+2.86

IJT vs. JHSC - Sharpe Ratio Comparison

The current IJT Sharpe Ratio is 1.71, which is comparable to the JHSC Sharpe Ratio of 1.44. The chart below compares the historical Sharpe Ratios of IJT and JHSC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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Drawdowns

IJT vs. JHSC - Drawdown Comparison

The maximum IJT drawdown since its inception was -57.61%, which is greater than JHSC's maximum drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for IJT and JHSC.

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Drawdown Indicators

IJTJHSCDifference

Max Drawdown

Largest peak-to-trough decline

-57.61%

-42.66%

-14.95%

Max Drawdown (1Y)

Largest decline over 1 year

-9.08%

-9.63%

+0.55%

Max Drawdown (3Y)

Largest decline over 3 years

-27.41%

-25.16%

-2.25%

Max Drawdown (5Y)

Largest decline over 5 years

-29.24%

-25.21%

-4.03%

Max Drawdown (10Y)

Largest decline over 10 years

-42.03%

—

—

Current Drawdown

Current decline from peak

-3.30%

-1.02%

-2.28%

Average Drawdown

Average peak-to-trough decline

-10.25%

-7.65%

-2.60%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.68%

2.73%

-0.05%

Volatility

IJT vs. JHSC - Volatility Comparison

iShares S&P SmallCap 600 Growth ETF (IJT) has a higher volatility of 4.09% compared to John Hancock Multifactor Small Cap ETF (JHSC) at 3.42%. This indicates that IJT's price experiences larger fluctuations and is considered to be riskier than JHSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

IJTJHSCDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.09%

3.42%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.94%

11.00%

+1.94%

Volatility (1Y)

Calculated over the trailing 1-year period

17.87%

16.07%

+1.80%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.48%

20.05%

+1.43%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.00%

22.07%

+0.93%

IJT vs. JHSC - Expense Ratio Comparison

IJT has a 0.18% expense ratio, which is lower than JHSC's 0.42% expense ratio.

Dividends

IJT vs. JHSC - Dividend Comparison

IJT's dividend yield for the trailing twelve months is around 0.70%, less than JHSC's 1.01% yield.

PositionTTM20252024202320222021202020192018201720162015
IJT
iShares S&P SmallCap 600 Growth ETF		0.70%0.91%1.06%1.02%1.08%0.63%0.68%0.92%0.92%0.86%1.03%1.14%
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%0.00%0.00%0.00%

Frequently Asked Questions

With a correlation of 0.94, IJT 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.

IJT has higher volatility (4.09%) compared to JHSC (3.42%). In terms of maximum drawdown, IJT dropped -57.61% vs JHSC's -42.66%.

On 5-year performance, JHSC leads with 7.89% vs 6.52% for IJT. On fees, IJT is cheaper at 0.18% per year. On volatility, JHSC has been the lower-risk option at 3.42%. The better choice depends on whether you care most about return, fees, risk, or income.

Over the 5-year period, JHSC has performed better with a 7.89% return vs 6.52%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

IJT is cheaper with a 0.18% expense ratio, compared with 0.42% for JHSC.

JHSC has the higher dividend yield at 1.01%, compared with 0.70% for IJT.

IJT tracks S&P SmallCap 600 Growth Index, while JHSC tracks John Hancock Dimensional Small Cap Index. They also come from different issuers: iShares and Manulife. Their fees differ too: 0.18% for IJT and 0.42% for JHSC.

IJT currently has the higher Sharpe Ratio (1.71 vs 1.44), 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.

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