PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
JHAC vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHAC and BDGS is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.7

Performance

JHAC vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Fundamental All Cap Core ETF (JHAC) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
6.83%
9.07%
JHAC
BDGS

Key characteristics

Sharpe Ratio

JHAC:

1.44

BDGS:

3.96

Sortino Ratio

JHAC:

2.01

BDGS:

7.03

Omega Ratio

JHAC:

1.26

BDGS:

2.23

Calmar Ratio

JHAC:

2.36

BDGS:

8.68

Martin Ratio

JHAC:

8.31

BDGS:

38.02

Ulcer Index

JHAC:

2.59%

BDGS:

0.55%

Daily Std Dev

JHAC:

15.02%

BDGS:

5.25%

Max Drawdown

JHAC:

-9.13%

BDGS:

-5.38%

Current Drawdown

JHAC:

-3.63%

BDGS:

-0.15%

Returns By Period

In the year-to-date period, JHAC achieves a 1.05% return, which is significantly lower than BDGS's 2.55% return.


JHAC

YTD

1.05%

1M

-0.60%

6M

7.25%

1Y

21.27%

5Y*

N/A

10Y*

N/A

BDGS

YTD

2.55%

1M

0.87%

6M

9.10%

1Y

20.72%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


JHAC vs. BDGS - Expense Ratio Comparison

JHAC has a 0.72% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for JHAC: current value at 0.72% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.72%

Risk-Adjusted Performance

JHAC vs. BDGS — Risk-Adjusted Performance Rank

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

JHAC
The Risk-Adjusted Performance Rank of JHAC is 6161
Overall Rank
The Sharpe Ratio Rank of JHAC is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of JHAC is 5555
Sortino Ratio Rank
The Omega Ratio Rank of JHAC is 5656
Omega Ratio Rank
The Calmar Ratio Rank of JHAC is 7070
Calmar Ratio Rank
The Martin Ratio Rank of JHAC is 6767
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9898
Overall Rank
The Sharpe Ratio Rank of BDGS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHAC vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental All Cap Core ETF (JHAC) and Bridges Capital Tactical ETF (BDGS). 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.


Sharpe ratio
The chart of Sharpe ratio for JHAC, currently valued at 1.44, compared to the broader market0.002.004.001.443.96
The chart of Sortino ratio for JHAC, currently valued at 2.01, compared to the broader market0.005.0010.002.017.03
The chart of Omega ratio for JHAC, currently valued at 1.26, compared to the broader market0.501.001.502.002.503.001.262.23
The chart of Calmar ratio for JHAC, currently valued at 2.36, compared to the broader market0.005.0010.0015.0020.002.368.68
The chart of Martin ratio for JHAC, currently valued at 8.31, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.3138.02
JHAC
BDGS

The current JHAC Sharpe Ratio is 1.44, which is lower than the BDGS Sharpe Ratio of 3.96. The chart below compares the historical Sharpe Ratios of JHAC and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.002.003.004.005.00Nov 10Nov 17Nov 24DecemberDec 08Dec 15Dec 22Dec 29Jan 05Jan 12Jan 19Jan 26Feb 02Feb 09Feb 16
1.44
3.96
JHAC
BDGS

Dividends

JHAC vs. BDGS - Dividend Comparison

JHAC's dividend yield for the trailing twelve months is around 0.65%, less than BDGS's 1.77% yield.


TTM20242023
JHAC
John Hancock Fundamental All Cap Core ETF
0.65%0.66%0.18%
BDGS
Bridges Capital Tactical ETF
1.77%1.81%0.84%

Drawdowns

JHAC vs. BDGS - Drawdown Comparison

The maximum JHAC drawdown since its inception was -9.13%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for JHAC and BDGS. For additional features, visit the drawdowns tool.


-7.00%-6.00%-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.63%
-0.15%
JHAC
BDGS

Volatility

JHAC vs. BDGS - Volatility Comparison

John Hancock Fundamental All Cap Core ETF (JHAC) has a higher volatility of 4.14% compared to Bridges Capital Tactical ETF (BDGS) at 1.22%. This indicates that JHAC's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
4.14%
1.22%
JHAC
BDGS
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab