JHAC vs. EDV
JHAC (John Hancock Fundamental All Cap Core ETF) and EDV (Vanguard Extended Duration Treasury ETF) are both exchange-traded funds - JHAC is a Large Cap Blend Equities fund actively managed by John Hancock, while EDV is a Government Bonds fund tracking the Bloomberg U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. JHAC is actively managed, while EDV is passively managed. Over the past year, JHAC returned 7.19% vs -6.00% for EDV. Their 0.20 correlation means their historical movements had little consistent relationship. JHAC charges 0.72%/yr vs 0.05%/yr for EDV.
Performance
JHAC vs. EDV - Performance Comparison
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Returns By Period
In the year-to-date period, JHAC achieves a 2.12% return, which is significantly higher than EDV's -6.20% return.
JHAC
- 1D
- 1.50%
- 1M
- 3.10%
- 6M
- 3.36%
- YTD
- 2.12%
- 1Y
- 7.19%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
- ALL TIME*
- 16.24%
EDV
- 1D
- -1.06%
- 1M
- -6.35%
- 6M
- -5.97%
- YTD
- -6.20%
- 1Y
- -6.00%
- 3Y*
- -5.53%
- 5Y*
- -12.61%
- 10Y*
- -4.47%
- ALL TIME*
- 2.34%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $89.59M | $71.96M | $67.10M | |
| $2.45K | $1.64K | $6.02K |
JHAC vs. EDV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
JHAC John Hancock Fundamental All Cap Core ETF | 2.12% | 3.33% | 23.65% | 15.81% |
EDV Vanguard Extended Duration Treasury ETF | -6.20% | 0.65% | -12.78% | 25.35% |
Correlation
The correlation between JHAC and EDV is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (All Time) Calculated using the full available price history since Nov 2, 2023 | 0.20 |
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Return for Risk
JHAC vs. EDV — Risk / Return Rank
JHAC
EDV
JHAC vs. EDV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Fundamental All Cap Core ETF (JHAC) and Vanguard Extended Duration Treasury ETF (EDV). 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.
| JHAC | EDV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.67 | ||
| Sortino ratioReturn per unit of downside risk | +0.93 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 0.96 | +0.11 |
| Calmar ratioReturn relative to maximum drawdown | 0.32 | -0.33 | +0.65 |
| Martin ratioReturn relative to average drawdown | 0.93 | -0.70 | +1.63 |
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Drawdowns
JHAC vs. EDV - Drawdown Comparison
The maximum JHAC drawdown since its inception was -24.43%, smaller than the maximum EDV drawdown of -59.96%. Use the drawdown chart below to compare losses from any high point for JHAC and EDV.
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Drawdown Indicators
| JHAC | EDV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -24.43% | -59.96% | +35.53% |
Max Drawdown (1Y)Largest decline over 1 year | -15.24% | -13.24% | -2.00% |
Max Drawdown (3Y)Largest decline over 3 years | — | -22.74% | — |
Max Drawdown (5Y)Largest decline over 5 years | — | -55.03% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -59.96% | — |
Current DrawdownCurrent decline from peak | -1.68% | -56.96% | +55.28% |
Average DrawdownAverage peak-to-trough decline | -3.95% | -23.70% | +19.75% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.23% | 6.34% | -1.11% |
Volatility
JHAC vs. EDV - Volatility Comparison
The current volatility for John Hancock Fundamental All Cap Core ETF (JHAC) is 3.47%, while Vanguard Extended Duration Treasury ETF (EDV) has a volatility of 3.85%. This indicates that JHAC experiences smaller price fluctuations and is considered to be less risky than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHAC | EDV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.47% | 3.85% | -0.38% |
Volatility (6M)Calculated over the trailing 6-month period | 9.82% | 10.24% | -0.42% |
Volatility (1Y)Calculated over the trailing 1-year period | 13.59% | 14.08% | -0.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.21% | 21.52% | -4.31% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.21% | 19.74% | -2.53% |
JHAC vs. EDV - Expense Ratio Comparison
JHAC has a 0.72% expense ratio, which is higher than EDV's 0.05% expense ratio.
Dividends
JHAC vs. EDV - Dividend Comparison
JHAC's dividend yield for the trailing twelve months is around 0.57%, less than EDV's 5.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EDV Vanguard Extended Duration Treasury ETF | 5.45% | 4.94% | 4.65% | 3.81% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% |
JHAC John Hancock Fundamental All Cap Core ETF | 0.57% | 0.58% | 0.66% | 0.17% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
JHAC and EDV have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EDV has higher volatility (3.85%) compared to JHAC (3.47%). In terms of maximum drawdown, JHAC dropped -24.43% vs EDV's -59.96%.
On 1-year performance, JHAC leads with 7.19% vs -6.00% for EDV. On fees, EDV is cheaper at 0.05% per year. On volatility, JHAC has been the lower-risk option at 3.47%. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 1-year period, JHAC has performed better with a 7.19% return vs -6.00%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
EDV is cheaper with a 0.05% expense ratio, compared with 0.72% for JHAC.
EDV has the higher dividend yield at 5.45%, compared with 0.57% for JHAC.
JHAC is categorized as Large Cap Blend Equities, while EDV is Government Bonds. They also come from different issuers: John Hancock and Vanguard. Their fees differ too: 0.72% for JHAC and 0.05% for EDV.
JHAC currently has the higher Sharpe Ratio (0.36 vs -0.31), 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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