JHMB vs. VTV
Compare and contrast key facts about John Hancock Mortgage Backed Securities ETF (JHMB) and Vanguard Value ETF (VTV).
JHMB and VTV are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHMB is an actively managed fund by John Hancock. It was launched on Aug 18, 2021. VTV is a passively managed fund by Vanguard that tracks the performance of the MSCI US Prime Market Value Index. It was launched on Jan 26, 2004.
Performance
JHMB vs. VTV - Performance Comparison
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JHMB vs. VTV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
JHMB John Hancock Mortgage Backed Securities ETF | 0.15% | 7.89% | 3.52% | 7.21% | -10.24% | -0.79% |
VTV Vanguard Value ETF | 3.30% | 15.27% | 15.95% | 9.32% | -2.09% | 6.52% |
Returns By Period
In the year-to-date period, JHMB achieves a 0.15% return, which is significantly lower than VTV's 3.30% return.
JHMB
- 1D
- 0.26%
- 1M
- -2.05%
- YTD
- 0.15%
- 6M
- 1.75%
- 1Y
- 5.33%
- 3Y*
- 5.20%
- 5Y*
- —
- 10Y*
- —
VTV
- 1D
- 1.64%
- 1M
- -4.81%
- YTD
- 3.30%
- 6M
- 6.34%
- 1Y
- 16.02%
- 3Y*
- 15.09%
- 5Y*
- 10.86%
- 10Y*
- 11.80%
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JHMB vs. VTV - Expense Ratio Comparison
JHMB has a 0.39% expense ratio, which is higher than VTV's 0.04% expense ratio.
Return for Risk
JHMB vs. VTV — Risk / Return Rank
JHMB
VTV
JHMB vs. VTV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Mortgage Backed Securities ETF (JHMB) and Vanguard Value ETF (VTV). 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.
| JHMB | VTV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.13 | 1.08 | +0.05 |
Sortino ratioReturn per unit of downside risk | 1.63 | 1.56 | +0.07 |
Omega ratioGain probability vs. loss probability | 1.21 | 1.23 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.59 | 1.53 | +0.06 |
Martin ratioReturn relative to average drawdown | 4.02 | 6.93 | -2.92 |
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
| JHMB | VTV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.13 | 1.08 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | — | 0.79 | — |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.71 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.25 | 0.49 | -0.25 |
Correlation
The correlation between JHMB and VTV is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
JHMB vs. VTV - Dividend Comparison
JHMB's dividend yield for the trailing twelve months is around 4.64%, more than VTV's 2.02% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHMB John Hancock Mortgage Backed Securities ETF | 4.64% | 4.48% | 4.88% | 4.04% | 4.17% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
VTV Vanguard Value ETF | 2.02% | 2.05% | 2.31% | 2.46% | 2.52% | 2.15% | 2.56% | 2.50% | 2.73% | 2.29% | 2.44% | 2.60% |
Drawdowns
JHMB vs. VTV - Drawdown Comparison
The maximum JHMB drawdown since its inception was -14.53%, smaller than the maximum VTV drawdown of -59.27%. Use the drawdown chart below to compare losses from any high point for JHMB and VTV.
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Drawdown Indicators
| JHMB | VTV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -14.53% | -59.27% | +44.74% |
Max Drawdown (1Y)Largest decline over 1 year | -3.47% | -11.32% | +7.85% |
Max Drawdown (5Y)Largest decline over 5 years | — | -17.04% | — |
Max Drawdown (10Y)Largest decline over 10 years | — | -36.78% | — |
Current DrawdownCurrent decline from peak | -2.05% | -4.81% | +2.76% |
Average DrawdownAverage peak-to-trough decline | -4.94% | -7.92% | +2.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.37% | 2.50% | -1.13% |
Volatility
JHMB vs. VTV - Volatility Comparison
The current volatility for John Hancock Mortgage Backed Securities ETF (JHMB) is 1.57%, while Vanguard Value ETF (VTV) has a volatility of 3.78%. This indicates that JHMB experiences smaller price fluctuations and is considered to be less risky than VTV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHMB | VTV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.57% | 3.78% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 2.67% | 7.72% | -5.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.72% | 14.93% | -10.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 5.88% | 13.88% | -8.00% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 5.88% | 16.67% | -10.79% |