Correlation
The correlation between JHAC and EDV is 0.15, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
JHAC vs. EDV
Compare and contrast key facts about John Hancock Fundamental All Cap Core ETF (JHAC) and Vanguard Extended Duration Treasury ETF (EDV).
JHAC and EDV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHAC is an actively managed fund by John Hancock. It was launched on Nov 1, 2023. EDV is a passively managed fund by Vanguard that tracks the performance of the Barclays Capital U.S. Treasury STRIPS 20-30 Year Equal Par Bond Index. It was launched on Dec 6, 2007.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: JHAC or EDV.
Performance
JHAC vs. EDV - Performance Comparison
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Key characteristics
JHAC:
0.30
EDV:
-0.21
JHAC:
0.47
EDV:
-0.18
JHAC:
1.07
EDV:
0.98
JHAC:
0.20
EDV:
-0.08
JHAC:
0.64
EDV:
-0.39
JHAC:
7.72%
EDV:
12.29%
JHAC:
22.36%
EDV:
20.90%
JHAC:
-24.43%
EDV:
-59.96%
JHAC:
-10.23%
EDV:
-55.95%
Returns By Period
In the year-to-date period, JHAC achieves a -5.88% return, which is significantly lower than EDV's -3.13% return.
JHAC
-5.88%
7.14%
-9.16%
6.61%
N/A
N/A
N/A
EDV
-3.13%
-4.98%
-11.58%
-4.39%
-10.59%
-13.90%
-1.89%
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JHAC vs. EDV - Expense Ratio Comparison
JHAC has a 0.72% expense ratio, which is higher than EDV's 0.06% expense ratio.
Risk-Adjusted Performance
JHAC vs. EDV — Risk-Adjusted Performance Rank
JHAC
EDV
JHAC vs. EDV - Risk-Adjusted Performance 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.
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Dividends
JHAC vs. EDV - Dividend Comparison
JHAC's dividend yield for the trailing twelve months is around 0.70%, less than EDV's 4.90% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHAC John Hancock Fundamental All Cap Core ETF | 0.70% | 0.66% | 0.18% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
EDV Vanguard Extended Duration Treasury ETF | 4.90% | 4.65% | 3.55% | 3.28% | 1.95% | 5.54% | 3.51% | 2.90% | 2.92% | 5.32% | 4.24% | 3.12% |
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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Volatility
JHAC vs. EDV - Volatility Comparison
John Hancock Fundamental All Cap Core ETF (JHAC) has a higher volatility of 5.53% compared to Vanguard Extended Duration Treasury ETF (EDV) at 5.24%. This indicates that JHAC's price experiences larger fluctuations and is considered to be riskier than EDV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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