JHML vs. JHSC
Compare and contrast key facts about John Hancock Multifactor Large Cap ETF (JHML) and John Hancock Multifactor Small Cap ETF (JHSC).
JHML and JHSC are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. JHML is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Large Cap Index. It was launched on Sep 28, 2015. JHSC is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Small Cap Index. It was launched on Nov 8, 2017. Both JHML and JHSC are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.
Performance
JHML vs. JHSC - Performance Comparison
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JHML vs. JHSC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JHML John Hancock Multifactor Large Cap ETF | -1.98% | 15.91% | 19.84% | 21.16% | -15.94% | 26.90% | 17.02% | 30.94% | -6.45% | 4.35% |
JHSC John Hancock Multifactor Small Cap ETF | 2.14% | 6.88% | 9.74% | 20.77% | -14.65% | 19.55% | 11.60% | 24.43% | -12.50% | 4.48% |
Returns By Period
In the year-to-date period, JHML achieves a -1.98% return, which is significantly lower than JHSC's 2.14% return.
JHML
- 1D
- 2.77%
- 1M
- -4.99%
- YTD
- -1.98%
- 6M
- 0.45%
- 1Y
- 17.37%
- 3Y*
- 16.19%
- 5Y*
- 10.17%
- 10Y*
- 12.92%
JHSC
- 1D
- 2.34%
- 1M
- -5.84%
- YTD
- 2.14%
- 6M
- 3.20%
- 1Y
- 16.40%
- 3Y*
- 11.55%
- 5Y*
- 5.67%
- 10Y*
- —
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JHML vs. JHSC - Expense Ratio Comparison
JHML has a 0.29% expense ratio, which is lower than JHSC's 0.42% expense ratio.
Return for Risk
JHML vs. JHSC — Risk / Return Rank
JHML
JHSC
JHML vs. JHSC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Large Cap ETF (JHML) and John Hancock Multifactor Small Cap ETF (JHSC). 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.
| JHML | JHSC | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.99 | 0.76 | +0.23 |
Sortino ratioReturn per unit of downside risk | 1.51 | 1.23 | +0.28 |
Omega ratioGain probability vs. loss probability | 1.23 | 1.16 | +0.06 |
Calmar ratioReturn relative to maximum drawdown | 1.44 | 1.17 | +0.27 |
Martin ratioReturn relative to average drawdown | 7.24 | 4.69 | +2.54 |
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
| JHML | JHSC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.99 | 0.76 | +0.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.63 | 0.28 | +0.35 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.73 | — | — |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.74 | 0.35 | +0.39 |
Correlation
The correlation between JHML and JHSC is 0.88, 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
JHML vs. JHSC - Dividend Comparison
JHML's dividend yield for the trailing twelve months is around 1.08%, less than JHSC's 1.10% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHML John Hancock Multifactor Large Cap ETF | 1.08% | 1.06% | 1.16% | 1.39% | 1.46% | 1.08% | 1.59% | 1.73% | 1.57% | 1.44% | 1.36% | 0.38% |
JHSC John Hancock Multifactor Small Cap ETF | 1.10% | 1.13% | 0.96% | 0.98% | 1.13% | 1.08% | 1.12% | 1.14% | 1.09% | 0.00% | 0.00% | 0.00% |
Drawdowns
JHML vs. JHSC - Drawdown Comparison
The maximum JHML drawdown since its inception was -36.13%, smaller than the maximum JHSC drawdown of -42.66%. Use the drawdown chart below to compare losses from any high point for JHML and JHSC.
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Drawdown Indicators
| JHML | JHSC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.13% | -42.66% | +6.53% |
Max Drawdown (1Y)Largest decline over 1 year | -12.49% | -14.36% | +1.87% |
Max Drawdown (5Y)Largest decline over 5 years | -23.47% | -25.21% | +1.74% |
Max Drawdown (10Y)Largest decline over 10 years | -36.13% | — | — |
Current DrawdownCurrent decline from peak | -5.40% | -7.32% | +1.92% |
Average DrawdownAverage peak-to-trough decline | -4.35% | -7.90% | +3.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 2.49% | 3.59% | -1.10% |
Volatility
JHML vs. JHSC - Volatility Comparison
The current volatility for John Hancock Multifactor Large Cap ETF (JHML) is 5.13%, while John Hancock Multifactor Small Cap ETF (JHSC) has a volatility of 6.20%. This indicates that JHML experiences smaller price fluctuations and is considered to be less risky than JHSC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JHML | JHSC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.13% | 6.20% | -1.07% |
Volatility (6M)Calculated over the trailing 6-month period | 9.12% | 12.24% | -3.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.58% | 21.66% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.30% | 20.20% | -3.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 17.75% | 22.35% | -4.60% |