JHDV vs. JHML
Compare and contrast key facts about John Hancock U.S. High Dividend ETF (JHDV) and John Hancock Multifactor Large Cap ETF (JHML).
JHDV and JHML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHDV is an actively managed fund by John Hancock. It was launched on Sep 27, 2022. JHML is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Large Cap Index. It was launched on Sep 28, 2015.
Performance
JHDV vs. JHML - Performance Comparison
Loading graphics...
JHDV vs. JHML - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | |
|---|---|---|---|---|---|
JHDV John Hancock U.S. High Dividend ETF | 1.16% | 14.76% | 20.25% | 15.99% | 6.99% |
JHML John Hancock Multifactor Large Cap ETF | -1.98% | 15.91% | 19.84% | 21.16% | 5.83% |
Returns By Period
In the year-to-date period, JHDV achieves a 1.16% return, which is significantly higher than JHML's -1.98% return.
JHDV
- 1D
- 2.42%
- 1M
- -4.63%
- YTD
- 1.16%
- 6M
- 2.03%
- 1Y
- 18.59%
- 3Y*
- 16.30%
- 5Y*
- —
- 10Y*
- —
JHML
- 1D
- 2.77%
- 1M
- -4.99%
- YTD
- -1.98%
- 6M
- 0.45%
- 1Y
- 17.37%
- 3Y*
- 16.19%
- 5Y*
- 10.17%
- 10Y*
- 12.92%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
JHDV vs. JHML - Expense Ratio Comparison
JHDV has a 0.34% expense ratio, which is higher than JHML's 0.29% expense ratio.
Return for Risk
JHDV vs. JHML — Risk / Return Rank
JHDV
JHML
JHDV vs. JHML - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. High Dividend ETF (JHDV) and John Hancock Multifactor Large Cap ETF (JHML). 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.
| JHDV | JHML | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.05 | 0.99 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.55 | 1.51 | +0.04 |
Omega ratioGain probability vs. loss probability | 1.24 | 1.23 | +0.01 |
Calmar ratioReturn relative to maximum drawdown | 1.49 | 1.44 | +0.05 |
Martin ratioReturn relative to average drawdown | 7.07 | 7.24 | -0.17 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| JHDV | JHML | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.05 | 0.99 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.63 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.73 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 1.08 | 0.74 | +0.33 |
Correlation
The correlation between JHDV and JHML is 0.96, 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
JHDV vs. JHML - Dividend Comparison
JHDV's dividend yield for the trailing twelve months is around 2.33%, more than JHML's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHDV John Hancock U.S. High Dividend ETF | 2.33% | 2.40% | 2.50% | 2.77% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
JHML John Hancock Multifactor Large Cap ETF | 1.08% | 1.06% | 1.16% | 1.39% | 1.46% | 1.08% | 1.59% | 1.73% | 1.57% | 1.44% | 1.36% | 0.38% |
Drawdowns
JHDV vs. JHML - Drawdown Comparison
The maximum JHDV drawdown since its inception was -18.97%, smaller than the maximum JHML drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for JHDV and JHML.
Loading graphics...
Drawdown Indicators
| JHDV | JHML | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -18.97% | -36.13% | +17.16% |
Max Drawdown (1Y)Largest decline over 1 year | -13.22% | -12.49% | -0.73% |
Max Drawdown (5Y)Largest decline over 5 years | — | -23.47% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.13% | — |
Current DrawdownCurrent decline from peak | -6.03% | -5.40% | -0.63% |
Average DrawdownAverage peak-to-trough decline | -2.71% | -4.35% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.79% | 2.49% | +0.30% |
Volatility
JHDV vs. JHML - Volatility Comparison
John Hancock U.S. High Dividend ETF (JHDV) and John Hancock Multifactor Large Cap ETF (JHML) have volatilities of 4.93% and 5.13%, 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.
Loading graphics...
Volatility by Period
| JHDV | JHML | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.93% | 5.13% | -0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 9.34% | 9.12% | +0.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.86% | 17.58% | +0.28% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 15.86% | 16.30% | -0.44% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.86% | 17.75% | -1.89% |