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JHMB vs. JHLN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

JHMB vs. JHLN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Mortgage Backed Securities ETF (JHMB) and John Hancock Global Senior Loan ETF (JHLN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both investments are quite close, with JHMB having a 0.68% return and JHLN slightly higher at 0.71%.


JHMB

1D
0.05%
1M
0.72%
YTD
0.68%
6M
0.76%
1Y
5.76%
3Y*
5.14%
5Y*
10Y*

JHLN

1D
-0.10%
1M
0.21%
YTD
0.71%
6M
1.10%
1Y
3Y*
5Y*
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

JHMB vs. JHLN - Yearly Performance Comparison


Correlation

The correlation between JHMB and JHLN is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (All Time)
Calculated using the full available price history since Aug 20, 2025

0.04

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Return for Risk

JHMB vs. JHLN — Risk / Return Rank

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

JHMB
JHMB Risk / Return Rank: 4444
Overall Rank
JHMB Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
JHMB Sortino Ratio Rank: 5151
Sortino Ratio Rank
JHMB Omega Ratio Rank: 4545
Omega Ratio Rank
JHMB Calmar Ratio Rank: 4141
Calmar Ratio Rank
JHMB Martin Ratio Rank: 3737
Martin Ratio Rank

JHLN

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.

JHMB vs. JHLN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Mortgage Backed Securities ETF (JHMB) and John Hancock Global Senior Loan ETF (JHLN). 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.


JHMBJHLNDifference
Sharpe ratioReturn per unit of total volatility

Sortino ratioReturn per unit of downside risk

Omega ratioGain probability vs. loss probability

1.27

Calmar ratioReturn relative to maximum drawdown

1.92

Martin ratioReturn relative to average drawdown

5.24

JHMB vs. JHLN - Sharpe Ratio Comparison


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Drawdowns

JHMB vs. JHLN - Drawdown Comparison

The maximum JHMB drawdown since its inception was -14.53%, which is greater than JHLN's maximum drawdown of -1.46%. Use the drawdown chart below to compare losses from any high point for JHMB and JHLN.


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Drawdown Indicators


JHMBJHLNDifference

Max Drawdown

Largest peak-to-trough decline

-14.53%

-1.46%

-13.07%

Max Drawdown (1Y)

Largest decline over 1 year

-3.01%

Max Drawdown (3Y)

Largest decline over 3 years

-5.80%

Current Drawdown

Current decline from peak

-1.53%

-0.10%

-1.43%

Average Drawdown

Average peak-to-trough decline

-4.79%

-0.31%

-4.48%

Ulcer Index

Depth and duration of drawdowns from previous peaks

1.10%

Volatility

JHMB vs. JHLN - Volatility Comparison


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Volatility by Period


JHMBJHLNDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.14%

Volatility (6M)

Calculated over the trailing 6-month period

2.82%

Volatility (1Y)

Calculated over the trailing 1-year period

3.82%

2.62%

+1.20%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

5.79%

2.62%

+3.17%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

5.79%

2.62%

+3.17%

JHMB vs. JHLN - Expense Ratio Comparison

JHMB has a 0.39% expense ratio, which is lower than JHLN's 0.59% expense ratio.


Dividends

JHMB vs. JHLN - Dividend Comparison

JHMB's dividend yield for the trailing twelve months is around 4.72%, more than JHLN's 3.86% yield.


PositionTTM20252024202320222021
JHLN
John Hancock Global Senior Loan ETF
3.86%1.88%0.00%0.00%0.00%0.00%
JHMB
John Hancock Mortgage Backed Securities ETF
4.72%4.48%4.88%4.04%4.17%0.98%

Frequently Asked Questions


JHMB and JHLN have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

On fees, JHMB is cheaper at 0.39% per year. The better choice depends on whether you care most about return, fees, risk, or income.

JHMB is cheaper with a 0.39% expense ratio, compared with 0.59% for JHLN.

JHMB has the higher dividend yield at 4.72%, compared with 3.86% for JHLN.

JHMB is categorized as Intermediate Core-Plus Bond, while JHLN is Bank Loan. Their fees differ too: 0.39% for JHMB and 0.59% for JHLN.

Portfolio Optimizer

Find the right allocation for JHMB and JHLN

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