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JHML vs. BDGS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHML and BDGS is 0.72, 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.


-0.50.00.51.00.7

Performance

JHML vs. BDGS - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Large Cap ETF (JHML) and Bridges Capital Tactical ETF (BDGS). The values are adjusted to include any dividend payments, if applicable.

-4.00%-2.00%0.00%2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
7.92%
8.99%
JHML
BDGS

Key characteristics

Sharpe Ratio

JHML:

1.70

BDGS:

3.97

Sortino Ratio

JHML:

2.33

BDGS:

7.04

Omega Ratio

JHML:

1.31

BDGS:

2.23

Calmar Ratio

JHML:

2.66

BDGS:

8.70

Martin Ratio

JHML:

9.33

BDGS:

38.12

Ulcer Index

JHML:

2.15%

BDGS:

0.55%

Daily Std Dev

JHML:

11.84%

BDGS:

5.24%

Max Drawdown

JHML:

-36.13%

BDGS:

-5.38%

Current Drawdown

JHML:

-0.56%

BDGS:

-0.09%

Returns By Period

In the year-to-date period, JHML achieves a 4.26% return, which is significantly higher than BDGS's 2.62% return.


JHML

YTD

4.26%

1M

0.41%

6M

9.16%

1Y

20.46%

5Y*

12.92%

10Y*

N/A

BDGS

YTD

2.62%

1M

0.22%

6M

9.20%

1Y

20.60%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


JHML vs. BDGS - Expense Ratio Comparison

JHML has a 0.29% expense ratio, which is lower than BDGS's 0.85% expense ratio.


BDGS
Bridges Capital Tactical ETF
Expense ratio chart for BDGS: current value at 0.85% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.85%
Expense ratio chart for JHML: current value at 0.29% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.29%

Risk-Adjusted Performance

JHML vs. BDGS — Risk-Adjusted Performance Rank

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

JHML
The Risk-Adjusted Performance Rank of JHML is 7272
Overall Rank
The Sharpe Ratio Rank of JHML is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of JHML is 6969
Sortino Ratio Rank
The Omega Ratio Rank of JHML is 7171
Omega Ratio Rank
The Calmar Ratio Rank of JHML is 7676
Calmar Ratio Rank
The Martin Ratio Rank of JHML is 7373
Martin Ratio Rank

BDGS
The Risk-Adjusted Performance Rank of BDGS is 9898
Overall Rank
The Sharpe Ratio Rank of BDGS is 9898
Sharpe Ratio Rank
The Sortino Ratio Rank of BDGS is 9898
Sortino Ratio Rank
The Omega Ratio Rank of BDGS is 9898
Omega Ratio Rank
The Calmar Ratio Rank of BDGS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of BDGS is 9898
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

JHML vs. BDGS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Large Cap ETF (JHML) and Bridges Capital Tactical ETF (BDGS). 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.


Sharpe ratio
The chart of Sharpe ratio for JHML, currently valued at 1.70, compared to the broader market0.002.004.001.703.97
The chart of Sortino ratio for JHML, currently valued at 2.33, compared to the broader market-2.000.002.004.006.008.0010.0012.002.337.04
The chart of Omega ratio for JHML, currently valued at 1.31, compared to the broader market0.501.001.502.002.503.001.312.23
The chart of Calmar ratio for JHML, currently valued at 2.66, compared to the broader market0.005.0010.0015.002.668.70
The chart of Martin ratio for JHML, currently valued at 9.33, compared to the broader market0.0020.0040.0060.0080.00100.009.3338.12
JHML
BDGS

The current JHML Sharpe Ratio is 1.70, which is lower than the BDGS Sharpe Ratio of 3.97. The chart below compares the historical Sharpe Ratios of JHML and BDGS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.502.002.503.003.504.004.505.00SeptemberOctoberNovemberDecember2025February
1.70
3.97
JHML
BDGS

Dividends

JHML vs. BDGS - Dividend Comparison

JHML's dividend yield for the trailing twelve months is around 1.12%, less than BDGS's 1.76% yield.


TTM2024202320222021202020192018201720162015
JHML
John Hancock Multifactor Large Cap ETF
1.12%1.16%1.39%1.46%1.08%1.59%1.73%1.57%1.44%1.36%0.38%
BDGS
Bridges Capital Tactical ETF
1.76%1.81%0.84%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

JHML vs. BDGS - Drawdown Comparison

The maximum JHML drawdown since its inception was -36.13%, which is greater than BDGS's maximum drawdown of -5.38%. Use the drawdown chart below to compare losses from any high point for JHML and BDGS. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%SeptemberOctoberNovemberDecember2025February
-0.56%
-0.09%
JHML
BDGS

Volatility

JHML vs. BDGS - Volatility Comparison

John Hancock Multifactor Large Cap ETF (JHML) has a higher volatility of 2.38% compared to Bridges Capital Tactical ETF (BDGS) at 0.62%. This indicates that JHML's price experiences larger fluctuations and is considered to be riskier than BDGS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%2.00%3.00%4.00%5.00%6.00%SeptemberOctoberNovemberDecember2025February
2.38%
0.62%
JHML
BDGS
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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