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JHCB vs. VTC
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHCB vs. VTC - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Corporate Bond ETF (JHCB) and Vanguard Total Corporate Bond ETF (VTC). The values are adjusted to include any dividend payments, if applicable.

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JHCB vs. VTC - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JHCB
John Hancock Corporate Bond ETF
-0.63%8.02%2.75%8.89%-15.93%3.41%
VTC
Vanguard Total Corporate Bond ETF
-0.26%7.58%2.15%8.58%-15.68%3.45%

Returns By Period

In the year-to-date period, JHCB achieves a -0.63% return, which is significantly lower than VTC's -0.26% return.


JHCB

1D
0.71%
1M
-2.01%
YTD
-0.63%
6M
-0.12%
1Y
4.75%
3Y*
5.13%
5Y*
0.77%
10Y*

VTC

1D
0.55%
1M
-1.83%
YTD
-0.26%
6M
0.39%
1Y
4.99%
3Y*
4.65%
5Y*
0.63%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHCB vs. VTC - Expense Ratio Comparison

JHCB has a 0.29% expense ratio, which is higher than VTC's 0.04% expense ratio.


Return for Risk

JHCB vs. VTC — Risk / Return Rank

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

JHCB
JHCB Risk / Return Rank: 4343
Overall Rank
JHCB Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
JHCB Sortino Ratio Rank: 4141
Sortino Ratio Rank
JHCB Omega Ratio Rank: 4141
Omega Ratio Rank
JHCB Calmar Ratio Rank: 4444
Calmar Ratio Rank
JHCB Martin Ratio Rank: 4242
Martin Ratio Rank

VTC
VTC Risk / Return Rank: 5757
Overall Rank
VTC Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
VTC Sortino Ratio Rank: 5151
Sortino Ratio Rank
VTC Omega Ratio Rank: 4949
Omega Ratio Rank
VTC Calmar Ratio Rank: 7373
Calmar Ratio Rank
VTC Martin Ratio Rank: 5858
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.

JHCB vs. VTC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Corporate Bond ETF (JHCB) and Vanguard Total Corporate Bond ETF (VTC). 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.


JHCBVTCDifference

Sharpe ratio

Return per unit of total volatility

0.85

0.92

-0.07

Sortino ratio

Return per unit of downside risk

1.16

1.28

-0.12

Omega ratio

Gain probability vs. loss probability

1.16

1.18

-0.01

Calmar ratio

Return relative to maximum drawdown

1.17

1.79

-0.62

Martin ratio

Return relative to average drawdown

4.00

5.39

-1.39

JHCB vs. VTC - Sharpe Ratio Comparison

The current JHCB Sharpe Ratio is 0.85, which is comparable to the VTC Sharpe Ratio of 0.92. The chart below compares the historical Sharpe Ratios of JHCB and VTC, 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


JHCBVTCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.85

0.92

-0.07

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.09

+0.02

Sharpe Ratio (All Time)

Calculated using the full available price history

0.13

0.31

-0.18

Correlation

The correlation between JHCB and VTC is 0.94, 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

JHCB vs. VTC - Dividend Comparison

JHCB's dividend yield for the trailing twelve months is around 4.99%, more than VTC's 4.86% yield.


TTM202520242023202220212020201920182017
JHCB
John Hancock Corporate Bond ETF
4.99%4.92%5.02%4.35%3.86%2.41%0.00%0.00%0.00%0.00%
VTC
Vanguard Total Corporate Bond ETF
4.86%4.76%4.50%3.80%3.13%2.36%2.69%3.34%3.53%0.55%

Drawdowns

JHCB vs. VTC - Drawdown Comparison

The maximum JHCB drawdown since its inception was -22.61%, roughly equal to the maximum VTC drawdown of -22.05%. Use the drawdown chart below to compare losses from any high point for JHCB and VTC.


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Drawdown Indicators


JHCBVTCDifference

Max Drawdown

Largest peak-to-trough decline

-22.61%

-22.05%

-0.56%

Max Drawdown (1Y)

Largest decline over 1 year

-4.16%

-2.89%

-1.27%

Max Drawdown (5Y)

Largest decline over 5 years

-22.61%

-22.05%

-0.56%

Current Drawdown

Current decline from peak

-2.02%

-1.83%

-0.19%

Average Drawdown

Average peak-to-trough decline

-8.45%

-5.94%

-2.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.21%

0.96%

+0.25%

Volatility

JHCB vs. VTC - Volatility Comparison

John Hancock Corporate Bond ETF (JHCB) and Vanguard Total Corporate Bond ETF (VTC) have volatilities of 2.26% and 2.19%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHCBVTCDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.26%

2.19%

+0.07%

Volatility (6M)

Calculated over the trailing 6-month period

3.12%

3.02%

+0.10%

Volatility (1Y)

Calculated over the trailing 1-year period

5.62%

5.44%

+0.18%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.95%

7.08%

-0.13%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.95%

7.74%

-0.79%