IWR vs. JHMM
Compare and contrast key facts about iShares Russell Midcap ETF (IWR) and John Hancock Multifactor Mid Cap ETF (JHMM).
IWR and JHMM are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. IWR is a passively managed fund by iShares that tracks the performance of the Russell Midcap Index. It was launched on Jul 17, 2001. 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 IWR 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
IWR vs. JHMM - Performance Comparison
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IWR vs. JHMM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 1.27% | 10.37% | 15.21% | 17.05% | -17.48% | 22.44% | 16.93% | 30.23% | -9.10% | 18.25% |
JHMM John Hancock Multifactor Mid Cap ETF | 2.50% | 10.73% | 14.61% | 14.53% | -15.30% | 24.54% | 16.22% | 30.01% | -9.57% | 19.96% |
Returns By Period
In the year-to-date period, IWR achieves a 1.27% return, which is significantly lower than JHMM's 2.50% return. Both investments have delivered pretty close results over the past 10 years, with IWR having a 10.69% annualized return and JHMM not far ahead at 11.11%.
IWR
- 1D
- 2.63%
- 1M
- -5.34%
- YTD
- 1.27%
- 6M
- 1.38%
- 1Y
- 15.79%
- 3Y*
- 13.14%
- 5Y*
- 6.77%
- 10Y*
- 10.69%
JHMM
- 1D
- 2.74%
- 1M
- -5.50%
- YTD
- 2.50%
- 6M
- 4.33%
- 1Y
- 18.32%
- 3Y*
- 13.14%
- 5Y*
- 7.26%
- 10Y*
- 11.11%
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IWR vs. JHMM - Expense Ratio Comparison
IWR has a 0.19% expense ratio, which is lower than JHMM's 0.42% expense ratio.
Return for Risk
IWR vs. JHMM — Risk / Return Rank
IWR
JHMM
IWR vs. JHMM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Russell Midcap ETF (IWR) 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.
| IWR | JHMM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.83 | 0.94 | -0.11 |
Sortino ratioReturn per unit of downside risk | 1.28 | 1.43 | -0.15 |
Omega ratioGain probability vs. loss probability | 1.18 | 1.20 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.22 | 1.40 | -0.18 |
Martin ratioReturn relative to average drawdown | 5.67 | 6.27 | -0.59 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| IWR | JHMM | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.94 | -0.11 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.40 | -0.03 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.55 | 0.57 | -0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.47 | 0.59 | -0.11 |
Correlation
The correlation between IWR and JHMM is 0.98, 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
IWR vs. JHMM - Dividend Comparison
IWR's dividend yield for the trailing twelve months is around 1.28%, more than JHMM's 0.95% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IWR iShares Russell Midcap ETF | 1.28% | 1.29% | 1.27% | 1.43% | 1.59% | 1.04% | 1.28% | 1.43% | 1.98% | 1.52% | 1.72% | 1.59% |
JHMM John Hancock Multifactor Mid Cap ETF | 0.95% | 0.98% | 1.01% | 1.17% | 1.16% | 0.72% | 1.04% | 1.02% | 1.36% | 0.90% | 1.15% | 0.33% |
Drawdowns
IWR vs. JHMM - Drawdown Comparison
The maximum IWR drawdown since its inception was -58.78%, which is greater than JHMM's maximum drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for IWR and JHMM.
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Drawdown Indicators
| IWR | JHMM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -58.78% | -40.71% | -18.07% |
Max Drawdown (1Y)Largest decline over 1 year | -13.38% | -13.57% | +0.19% |
Max Drawdown (5Y)Largest decline over 5 years | -26.18% | -24.10% | -2.08% |
Max Drawdown (10Y)Largest decline over 10 years | -40.59% | -40.71% | +0.12% |
Current DrawdownCurrent decline from peak | -5.75% | -6.14% | +0.39% |
Average DrawdownAverage peak-to-trough decline | -7.85% | -5.50% | -2.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.89% | 3.04% | -0.15% |
Volatility
IWR vs. JHMM - Volatility Comparison
The current volatility for iShares Russell Midcap ETF (IWR) is 5.53%, while John Hancock Multifactor Mid Cap ETF (JHMM) has a volatility of 5.87%. This indicates that IWR experiences smaller price fluctuations and is considered to be less risky than JHMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| IWR | JHMM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.53% | 5.87% | -0.34% |
Volatility (6M)Calculated over the trailing 6-month period | 10.46% | 10.91% | -0.45% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.07% | 19.52% | -0.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.25% | 18.31% | -0.06% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.35% | 19.58% | -0.23% |