JHEM vs. JHSC
Compare and contrast key facts about John Hancock Multifactor Emerging Markets ETF (JHEM) and John Hancock Multifactor Small Cap ETF (JHSC).
JHEM and JHSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHEM is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Emerging Markets Index. It was launched on Sep 27, 2018. JHSC is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Small Cap Index. It was launched on Nov 8, 2017. Both JHEM and JHSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JHEM vs. JHSC - Performance Comparison
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JHEM vs. JHSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JHEM John Hancock Multifactor Emerging Markets ETF | 4.13% | 30.49% | 4.58% | 12.94% | -17.90% | 2.10% | 11.50% | 17.68% | -7.41% |
JHSC John Hancock Multifactor Small Cap ETF | 2.14% | 6.88% | 9.74% | 20.77% | -14.65% | 19.55% | 11.60% | 24.43% | -18.58% |
Returns By Period
In the year-to-date period, JHEM achieves a 4.13% return, which is significantly higher than JHSC's 2.14% return.
JHEM
- 1D
- 3.25%
- 1M
- -9.49%
- YTD
- 4.13%
- 6M
- 9.90%
- 1Y
- 31.74%
- 3Y*
- 15.38%
- 5Y*
- 4.95%
- 10Y*
- —
JHSC
- 1D
- 2.34%
- 1M
- -5.84%
- YTD
- 2.14%
- 6M
- 3.20%
- 1Y
- 16.40%
- 3Y*
- 11.55%
- 5Y*
- 5.67%
- 10Y*
- —
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JHEM vs. JHSC - Expense Ratio Comparison
JHEM has a 0.49% expense ratio, which is higher than JHSC's 0.42% expense ratio.
Return for Risk
JHEM vs. JHSC — Risk / Return Rank
JHEM
JHSC
JHEM vs. JHSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Emerging Markets ETF (JHEM) and John Hancock Multifactor Small Cap ETF (JHSC). 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.
| JHEM | JHSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.70 | 0.76 | +0.93 |
Sortino ratioReturn per unit of downside risk | 2.28 | 1.23 | +1.05 |
Omega ratioGain probability vs. loss probability | 1.33 | 1.16 | +0.16 |
Calmar ratioReturn relative to maximum drawdown | 2.57 | 1.17 | +1.40 |
Martin ratioReturn relative to average drawdown | 10.02 | 4.69 | +5.33 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JHEM | JHSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.70 | 0.76 | +0.93 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.29 | 0.28 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.35 | -0.02 |
Correlation
The correlation between JHEM and JHSC is 0.61, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
JHEM vs. JHSC - Dividend Comparison
JHEM's dividend yield for the trailing twelve months is around 2.30%, more than JHSC's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | |
|---|---|---|---|---|---|---|---|---|---|
JHEM John Hancock Multifactor Emerging Markets ETF | 2.30% | 2.39% | 2.93% | 2.87% | 2.84% | 2.71% | 1.67% | 2.37% | 0.21% |
JHSC John Hancock Multifactor Small Cap ETF | 1.10% | 1.13% | 0.96% | 0.98% | 1.13% | 1.08% | 1.12% | 1.14% | 1.09% |
Drawdowns
JHEM vs. JHSC - Drawdown Comparison
The maximum JHEM drawdown since its inception was -34.99%, smaller than the maximum JHSC drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for JHEM and JHSC.
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Drawdown Indicators
| JHEM | JHSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -34.99% | -42.66% | +7.67% |
Max Drawdown (1Y)Largest decline over 1 year | -12.34% | -14.36% | +2.02% |
Max Drawdown (5Y)Largest decline over 5 years | -32.15% | -25.21% | -6.94% |
Current DrawdownCurrent decline from peak | -9.49% | -7.32% | -2.17% |
Average DrawdownAverage peak-to-trough decline | -10.12% | -7.90% | -2.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.17% | 3.59% | -0.42% |
Volatility
JHEM vs. JHSC - Volatility Comparison
John Hancock Multifactor Emerging Markets ETF (JHEM) has a higher volatility of 9.66% compared to John Hancock Multifactor Small Cap ETF (JHSC) at 6.20%. This indicates that JHEM's price experiences larger fluctuations and is considered to be riskier than JHSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHEM | JHSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.66% | 6.20% | +3.46% |
Volatility (6M)Calculated over the trailing 6-month period | 14.04% | 12.24% | +1.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.81% | 21.66% | -2.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.15% | 20.20% | -3.05% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 20.45% | 22.35% | -1.90% |