JHMD vs. FGRTX
Compare and contrast key facts about John Hancock Multifactor Developed International ETF (JHMD) and Fidelity Mega Cap Stock Fund (FGRTX).
JHMD is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Developed International Index. It was launched on Dec 15, 2016. FGRTX is managed by Fidelity. It was launched on Dec 28, 1998.
Performance
JHMD vs. FGRTX - Performance Comparison
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JHMD vs. FGRTX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHMD John Hancock Multifactor Developed International ETF | 3.71% | 33.91% | 1.78% | 19.43% | -13.95% | 11.83% | 7.25% | 19.83% | -14.54% | 25.02% |
FGRTX Fidelity Mega Cap Stock Fund | -2.11% | 26.92% | 25.98% | 26.51% | -8.98% | 26.29% | 12.96% | 31.07% | -7.44% | 16.98% |
Returns By Period
In the year-to-date period, JHMD achieves a 3.71% return, which is significantly higher than FGRTX's -2.11% return.
JHMD
- 1D
- 1.65%
- 1M
- -4.12%
- YTD
- 3.71%
- 6M
- 8.68%
- 1Y
- 27.18%
- 3Y*
- 15.71%
- 5Y*
- 8.99%
- 10Y*
- —
FGRTX
- 1D
- 3.14%
- 1M
- -4.70%
- YTD
- -2.11%
- 6M
- 2.45%
- 1Y
- 26.36%
- 3Y*
- 22.46%
- 5Y*
- 14.92%
- 10Y*
- 15.34%
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JHMD vs. FGRTX - Expense Ratio Comparison
JHMD has a 0.39% expense ratio, which is lower than FGRTX's 0.61% expense ratio.
Return for Risk
JHMD vs. FGRTX — Risk / Return Rank
JHMD
FGRTX
JHMD vs. FGRTX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Developed International ETF (JHMD) and Fidelity Mega Cap Stock Fund (FGRTX). 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.
| JHMD | FGRTX | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.56 | 1.47 | +0.09 |
Sortino ratioReturn per unit of downside risk | 2.23 | 2.09 | +0.14 |
Omega ratioGain probability vs. loss probability | 1.32 | 1.34 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 2.44 | 2.25 | +0.19 |
Martin ratioReturn relative to average drawdown | 9.41 | 10.43 | -1.02 |
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
| JHMD | FGRTX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.56 | 1.47 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.56 | 0.90 | -0.34 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | — | 0.85 | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.53 | 0.45 | +0.08 |
Correlation
The correlation between JHMD and FGRTX is 0.75, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Dividends
JHMD vs. FGRTX - Dividend Comparison
JHMD's dividend yield for the trailing twelve months is around 3.08%, less than FGRTX's 3.97% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHMD John Hancock Multifactor Developed International ETF | 3.08% | 3.19% | 3.55% | 3.01% | 2.85% | 3.22% | 1.89% | 3.19% | 2.09% | 2.27% | 0.00% | 0.00% |
FGRTX Fidelity Mega Cap Stock Fund | 3.97% | 3.89% | 2.68% | 2.06% | 4.38% | 4.79% | 7.96% | 12.98% | 21.72% | 15.57% | 1.97% | 4.16% |
Drawdowns
JHMD vs. FGRTX - Drawdown Comparison
The maximum JHMD drawdown since its inception was -35.67%, smaller than the maximum FGRTX drawdown of -56.17%. Use the drawdown chart below to compare losses from any high point for JHMD and FGRTX.
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Drawdown Indicators
| JHMD | FGRTX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -35.67% | -56.17% | +20.50% |
Max Drawdown (1Y)Largest decline over 1 year | -11.23% | -12.17% | +0.94% |
Max Drawdown (5Y)Largest decline over 5 years | -29.38% | -23.35% | -6.03% |
Max Drawdown (10Y)Largest decline over 10 years | — | -35.18% | — |
Current DrawdownCurrent decline from peak | -6.25% | -6.14% | -0.11% |
Average DrawdownAverage peak-to-trough decline | -6.80% | -8.77% | +1.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.91% | 2.62% | +0.29% |
Volatility
JHMD vs. FGRTX - Volatility Comparison
John Hancock Multifactor Developed International ETF (JHMD) has a higher volatility of 7.13% compared to Fidelity Mega Cap Stock Fund (FGRTX) at 5.56%. This indicates that JHMD's price experiences larger fluctuations and is considered to be riskier than FGRTX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHMD | FGRTX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.13% | 5.56% | +1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 10.88% | 9.76% | +1.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.53% | 18.39% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.11% | 16.73% | -0.62% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.18% | 18.12% | -0.94% |