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JHAC vs. BLCR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHAC vs. BLCR - Performance Comparison

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

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JHAC vs. BLCR - Yearly Performance Comparison


2026 (YTD)202520242023
JHAC
John Hancock Fundamental All Cap Core ETF
-10.30%3.33%23.65%15.41%
BLCR
Blackrock Large Cap Core ETF
-3.06%30.93%17.07%10.63%

Returns By Period

In the year-to-date period, JHAC achieves a -10.30% return, which is significantly lower than BLCR's -3.06% return.


JHAC

1D
1.89%
1M
-6.53%
YTD
-10.30%
6M
-11.18%
1Y
2.63%
3Y*
5Y*
10Y*

BLCR

1D
3.51%
1M
-5.06%
YTD
-3.06%
6M
2.52%
1Y
34.54%
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHAC vs. BLCR - Expense Ratio Comparison

JHAC has a 0.72% expense ratio, which is higher than BLCR's 0.36% expense ratio.


Return for Risk

JHAC vs. BLCR — Risk / Return Rank

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

JHAC
JHAC Risk / Return Rank: 1616
Overall Rank
JHAC Sharpe Ratio Rank: 1515
Sharpe Ratio Rank
JHAC Sortino Ratio Rank: 1616
Sortino Ratio Rank
JHAC Omega Ratio Rank: 1616
Omega Ratio Rank
JHAC Calmar Ratio Rank: 1616
Calmar Ratio Rank
JHAC Martin Ratio Rank: 1616
Martin Ratio Rank

BLCR
BLCR Risk / Return Rank: 8787
Overall Rank
BLCR Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
BLCR Sortino Ratio Rank: 8686
Sortino Ratio Rank
BLCR Omega Ratio Rank: 8585
Omega Ratio Rank
BLCR Calmar Ratio Rank: 8989
Calmar Ratio Rank
BLCR Martin Ratio Rank: 9191
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.

JHAC vs. BLCR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental All Cap Core ETF (JHAC) and Blackrock Large Cap Core ETF (BLCR). 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.


JHACBLCRDifference

Sharpe ratio

Return per unit of total volatility

0.13

1.64

-1.51

Sortino ratio

Return per unit of downside risk

0.33

2.29

-1.96

Omega ratio

Gain probability vs. loss probability

1.05

1.34

-0.29

Calmar ratio

Return relative to maximum drawdown

0.17

2.89

-2.72

Martin ratio

Return relative to average drawdown

0.54

12.09

-11.55

JHAC vs. BLCR - Sharpe Ratio Comparison

The current JHAC Sharpe Ratio is 0.13, which is lower than the BLCR Sharpe Ratio of 1.64. The chart below compares the historical Sharpe Ratios of JHAC and BLCR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JHACBLCRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.13

1.64

-1.51

Sharpe Ratio (All Time)

Calculated using the full available price history

0.70

1.40

-0.70

Correlation

The correlation between JHAC and BLCR is 0.84, 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

JHAC vs. BLCR - Dividend Comparison

JHAC's dividend yield for the trailing twelve months is around 0.64%, more than BLCR's 0.28% yield.


TTM202520242023
JHAC
John Hancock Fundamental All Cap Core ETF
0.64%0.58%0.66%0.17%
BLCR
Blackrock Large Cap Core ETF
0.28%0.33%0.75%0.13%

Drawdowns

JHAC vs. BLCR - Drawdown Comparison

The maximum JHAC drawdown since its inception was -24.43%, which is greater than BLCR's maximum drawdown of -21.29%. Use the drawdown chart below to compare losses from any high point for JHAC and BLCR.


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Drawdown Indicators


JHACBLCRDifference

Max Drawdown

Largest peak-to-trough decline

-24.43%

-21.29%

-3.14%

Max Drawdown (1Y)

Largest decline over 1 year

-15.24%

-12.13%

-3.11%

Current Drawdown

Current decline from peak

-13.64%

-7.11%

-6.53%

Average Drawdown

Average peak-to-trough decline

-3.79%

-2.28%

-1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.75%

2.90%

+1.85%

Volatility

JHAC vs. BLCR - Volatility Comparison

The current volatility for John Hancock Fundamental All Cap Core ETF (JHAC) is 4.95%, while Blackrock Large Cap Core ETF (BLCR) has a volatility of 7.06%. This indicates that JHAC experiences smaller price fluctuations and is considered to be less risky than BLCR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHACBLCRDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.95%

7.06%

-2.11%

Volatility (6M)

Calculated over the trailing 6-month period

10.15%

12.45%

-2.30%

Volatility (1Y)

Calculated over the trailing 1-year period

20.24%

21.12%

-0.88%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

17.77%

17.59%

+0.18%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.77%

17.59%

+0.18%