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JHDV vs. MFVL
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHDV vs. MFVL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock U.S. High Dividend ETF (JHDV) and Motley Fool Value Factor ETF (MFVL). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, JHDV achieves a 20.00% return, which is significantly higher than MFVL's 1.46% return.


JHDV

1D
0.79%
1M
7.92%
YTD
20.00%
6M
20.97%
1Y
36.17%
3Y*
22.66%
5Y*
10Y*

MFVL

1D
-1.55%
1M
1.07%
YTD
1.46%
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHDV vs. MFVL - Yearly Performance Comparison


2026 (YTD)2025
JHDV
John Hancock U.S. High Dividend ETF
20.00%-0.10%
MFVL
Motley Fool Value Factor ETF
1.46%1.39%

Correlation

The correlation between JHDV and MFVL is 0.50, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (All Time)
Calculated using the full available price history since Dec 10, 2025

0.50

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Return for Risk

JHDV vs. MFVL — Risk / Return Rank

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

JHDV
JHDV Risk / Return Rank: 8787
Overall Rank
JHDV Sharpe Ratio Rank: 9090
Sharpe Ratio Rank
JHDV Sortino Ratio Rank: 8989
Sortino Ratio Rank
JHDV Omega Ratio Rank: 8787
Omega Ratio Rank
JHDV Calmar Ratio Rank: 8282
Calmar Ratio Rank
JHDV Martin Ratio Rank: 8686
Martin Ratio Rank

MFVL
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.

JHDV vs. MFVL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. High Dividend ETF (JHDV) and Motley Fool Value Factor ETF (MFVL). 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.


JHDVMFVLDifference

Sharpe ratio

Return per unit of total volatility

3.10

Sortino ratio

Return per unit of downside risk

4.18

Omega ratio

Gain probability vs. loss probability

1.55

Calmar ratio

Return relative to maximum drawdown

4.43

Martin ratio

Return relative to average drawdown

18.62

JHDV vs. MFVL - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JHDVMFVLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.10

Sharpe Ratio (All Time)

Calculated using the full available price history

1.39

0.51

+0.88

Drawdowns

JHDV vs. MFVL - Drawdown Comparison

The maximum JHDV drawdown since its inception was -18.97%, which is greater than MFVL's maximum drawdown of -7.03%. Use the drawdown chart below to compare losses from any high point for JHDV and MFVL.


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Drawdown Indicators


JHDVMFVLDifference

Max Drawdown

Largest peak-to-trough decline

-18.97%

-7.03%

-11.94%

Max Drawdown (1Y)

Largest decline over 1 year

-8.26%

Max Drawdown (3Y)

Largest decline over 3 years

-18.97%

Current Drawdown

Current decline from peak

0.00%

-2.26%

+2.26%

Average Drawdown

Average peak-to-trough decline

-2.62%

-2.41%

-0.21%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.97%

Volatility

JHDV vs. MFVL - Volatility Comparison


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Volatility by Period


JHDVMFVLDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.12%

Volatility (6M)

Calculated over the trailing 6-month period

8.89%

Volatility (1Y)

Calculated over the trailing 1-year period

11.71%

12.10%

-0.39%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

15.69%

12.10%

+3.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

15.69%

12.10%

+3.59%

JHDV vs. MFVL - Expense Ratio Comparison

JHDV has a 0.34% expense ratio, which is lower than MFVL's 0.50% expense ratio.


Dividends

JHDV vs. MFVL - Dividend Comparison

JHDV's dividend yield for the trailing twelve months is around 1.97%, while MFVL has not paid dividends to shareholders.


PositionTTM2025202420232022
JHDV
John Hancock U.S. High Dividend ETF
1.97%2.40%2.50%2.77%0.85%
MFVL
Motley Fool Value Factor ETF
0.00%0.00%0.00%0.00%0.00%

Frequently Asked Questions


JHDV and MFVL have a correlation of 0.50, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHDV is cheaper at 0.34% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHDV is cheaper with a 0.34% expense ratio, compared with 0.50% for MFVL.

JHDV has the higher dividend yield at 1.97%, compared with 0.00% for MFVL.

They also come from different issuers: John Hancock and Motley Fool. Their fees differ too: 0.34% for JHDV and 0.50% for MFVL.

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