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JHHY vs. BSJO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHHY vs. BSJO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock High Yield ETF (JHHY) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JHHY

1D
-0.25%
1M
0.25%
YTD
1.36%
6M
1.84%
1Y
7.43%
3Y*
5Y*
10Y*

BSJO

1D
0.00%
1M
0.00%
YTD
6M
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHHY vs. BSJO - Yearly Performance Comparison


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Return for Risk

JHHY vs. BSJO — Risk / Return Rank

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

JHHY
JHHY Risk / Return Rank: 6262
Overall Rank
JHHY Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
JHHY Sortino Ratio Rank: 6363
Sortino Ratio Rank
JHHY Omega Ratio Rank: 6161
Omega Ratio Rank
JHHY Calmar Ratio Rank: 6161
Calmar Ratio Rank
JHHY Martin Ratio Rank: 7070
Martin Ratio Rank

BSJO
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.

JHHY vs. BSJO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock High Yield ETF (JHHY) and Invesco BulletShares 2024 High Yield Corporate Bond ETF (BSJO). 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.


JHHYBSJODifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.36

Calmar ratioReturn relative to maximum drawdown

2.98

Martin ratioReturn relative to average drawdown

12.95

JHHY vs. BSJO - Sharpe Ratio Comparison


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Sharpe Ratios by Period


JHHYBSJODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.89

Sharpe Ratio (All Time)

Calculated using the full available price history

1.75

Drawdowns

JHHY vs. BSJO - Drawdown Comparison

The maximum JHHY drawdown since its inception was -4.95%, which is greater than BSJO's maximum drawdown of 0.00%. Use the drawdown chart below to compare losses from any high point for JHHY and BSJO.


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Drawdown Indicators


JHHYBSJODifference

Max Drawdown

Largest peak-to-trough decline

-4.95%

0.00%

-4.95%

Max Drawdown (1Y)

Largest decline over 1 year

-2.51%

Current Drawdown

Current decline from peak

-0.28%

0.00%

-0.28%

Average Drawdown

Average peak-to-trough decline

-0.40%

0.00%

-0.40%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.58%

Volatility

JHHY vs. BSJO - Volatility Comparison


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Volatility by Period


JHHYBSJODifference

Volatility (1M)

Calculated over the trailing 1-month period

1.10%

Volatility (6M)

Calculated over the trailing 6-month period

3.02%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

0.00%

+3.96%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.85%

0.00%

+4.85%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.85%

0.00%

+4.85%

JHHY vs. BSJO - Expense Ratio Comparison

JHHY has a 0.52% expense ratio, which is higher than BSJO's 0.42% expense ratio.


Dividends

JHHY vs. BSJO - Dividend Comparison

JHHY's dividend yield for the trailing twelve months is around 6.97%, while BSJO has not paid dividends to shareholders.


PositionTTM20252024
BSJO
Invesco BulletShares 2024 High Yield Corporate Bond ETF
0.00%0.00%0.00%
JHHY
John Hancock High Yield ETF
6.97%7.21%5.82%

Frequently Asked Questions


On fees, BSJO is cheaper at 0.42% per year. The better choice depends on whether you care most about return, fees, risk, or income.

BSJO is cheaper with a 0.42% expense ratio, compared with 0.52% for JHHY.

JHHY has the higher dividend yield at 6.97%, compared with 0.00% for BSJO.

They also come from different issuers: John Hancock and Invesco. Their fees differ too: 0.52% for JHHY and 0.42% for BSJO.

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