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JHHY vs. IBHD
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHHY vs. IBHD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock High Yield ETF (JHHY) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period


JHHY

1D
0.04%
1M
0.70%
YTD
1.78%
6M
2.03%
1Y
6.90%
3Y*
5Y*
10Y*

IBHD

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

JHHY vs. IBHD - Yearly Performance Comparison


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Return for Risk

JHHY vs. IBHD — Risk / Return Rank

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

JHHY
JHHY Risk / Return Rank: 6464
Overall Rank
JHHY Sharpe Ratio Rank: 5858
Sharpe Ratio Rank
JHHY Sortino Ratio Rank: 6565
Sortino Ratio Rank
JHHY Omega Ratio Rank: 6262
Omega Ratio Rank
JHHY Calmar Ratio Rank: 6262
Calmar Ratio Rank
JHHY Martin Ratio Rank: 7171
Martin Ratio Rank

IBHD

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

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. IBHD - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock High Yield ETF (JHHY) and iShares iBonds 2024 Term High Yield & Income ETF (IBHD). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


JHHYIBHDDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.34

Calmar ratioReturn relative to maximum drawdown

2.76

Martin ratioReturn relative to average drawdown

11.98

JHHY vs. IBHD - Sharpe Ratio Comparison


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Drawdowns

JHHY vs. IBHD - Drawdown Comparison

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


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Drawdown Indicators


JHHYIBHDDifference

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

-0.12%

0.00%

-0.12%

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. IBHD - Volatility Comparison


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Volatility by Period


JHHYIBHDDifference

Volatility (1M)

Calculated over the trailing 1-month period

0.93%

Volatility (6M)

Calculated over the trailing 6-month period

3.06%

Volatility (1Y)

Calculated over the trailing 1-year period

3.95%

0.00%

+3.95%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

4.82%

0.00%

+4.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

4.82%

0.00%

+4.82%

JHHY vs. IBHD - Expense Ratio Comparison

JHHY has a 0.52% expense ratio, which is higher than IBHD's 0.35% expense ratio.


Dividends

JHHY vs. IBHD - Dividend Comparison

JHHY's dividend yield for the trailing twelve months is around 6.95%, while IBHD has not paid dividends to shareholders.


PositionTTM20252024
IBHD
iShares iBonds 2024 Term High Yield & Income ETF
0.00%0.00%0.00%
JHHY
John Hancock High Yield ETF
6.95%7.21%5.82%

Frequently Asked Questions


On fees, IBHD is cheaper at 0.35% per year. The better choice depends on whether you care most about return, fees, risk, or income.

IBHD is cheaper with a 0.35% expense ratio, compared with 0.52% for JHHY.

JHHY has the higher dividend yield at 6.95%, compared with 0.00% for IBHD.

They also come from different issuers: John Hancock and iShares. Their fees differ too: 0.52% for JHHY and 0.35% for IBHD.

Portfolio Optimizer

Find the right allocation for JHHY and IBHD

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