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JHMM vs. BMSLX
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHMM vs. BMSLX - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Mid Cap ETF (JHMM) and MFS Blended Research Mid Cap Equity Fund (BMSLX). The values are adjusted to include any dividend payments, if applicable.

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JHMM vs. BMSLX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
JHMM
John Hancock Multifactor Mid Cap ETF
3.12%10.73%14.61%14.53%-15.30%24.54%16.22%30.01%-9.57%19.96%
BMSLX
MFS Blended Research Mid Cap Equity Fund
0.41%8.08%19.25%19.81%-13.70%26.54%10.44%30.21%-11.11%18.04%

Returns By Period

In the year-to-date period, JHMM achieves a 3.12% return, which is significantly higher than BMSLX's 0.41% return.


JHMM

1D
0.60%
1M
-5.20%
YTD
3.12%
6M
4.94%
1Y
18.73%
3Y*
13.36%
5Y*
7.39%
10Y*
11.17%

BMSLX

1D
2.76%
1M
-5.47%
YTD
0.41%
6M
-0.63%
1Y
11.68%
3Y*
14.03%
5Y*
8.92%
10Y*
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHMM vs. BMSLX - Expense Ratio Comparison

JHMM has a 0.42% expense ratio, which is lower than BMSLX's 0.59% expense ratio.


Return for Risk

JHMM vs. BMSLX — Risk / Return Rank

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

JHMM
JHMM Risk / Return Rank: 5353
Overall Rank
JHMM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
JHMM Sortino Ratio Rank: 5353
Sortino Ratio Rank
JHMM Omega Ratio Rank: 5252
Omega Ratio Rank
JHMM Calmar Ratio Rank: 5151
Calmar Ratio Rank
JHMM Martin Ratio Rank: 5959
Martin Ratio Rank

BMSLX
BMSLX Risk / Return Rank: 2525
Overall Rank
BMSLX Sharpe Ratio Rank: 2121
Sharpe Ratio Rank
BMSLX Sortino Ratio Rank: 2323
Sortino Ratio Rank
BMSLX Omega Ratio Rank: 2222
Omega Ratio Rank
BMSLX Calmar Ratio Rank: 2828
Calmar Ratio Rank
BMSLX Martin Ratio Rank: 3030
Martin Ratio Rank
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.

JHMM vs. BMSLX - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Mid Cap ETF (JHMM) and MFS Blended Research Mid Cap Equity Fund (BMSLX). 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.


JHMMBMSLXDifference

Sharpe ratio

Return per unit of total volatility

0.96

0.61

+0.35

Sortino ratio

Return per unit of downside risk

1.46

0.99

+0.46

Omega ratio

Gain probability vs. loss probability

1.20

1.14

+0.07

Calmar ratio

Return relative to maximum drawdown

1.40

0.88

+0.52

Martin ratio

Return relative to average drawdown

6.22

3.53

+2.69

JHMM vs. BMSLX - Sharpe Ratio Comparison

The current JHMM Sharpe Ratio is 0.96, which is higher than the BMSLX Sharpe Ratio of 0.61. The chart below compares the historical Sharpe Ratios of JHMM and BMSLX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


JHMMBMSLXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

0.61

+0.35

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.49

-0.08

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.54

+0.05

Correlation

The correlation between JHMM and BMSLX is 0.97, 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

JHMM vs. BMSLX - Dividend Comparison

JHMM's dividend yield for the trailing twelve months is around 0.95%, less than BMSLX's 3.07% yield.


TTM20252024202320222021202020192018201720162015
JHMM
John Hancock Multifactor Mid Cap ETF
0.95%0.98%1.01%1.17%1.16%0.72%1.04%1.02%1.36%0.90%1.15%0.33%
BMSLX
MFS Blended Research Mid Cap Equity Fund
3.07%3.08%10.98%2.32%5.15%23.06%0.94%4.90%8.27%2.63%0.47%0.00%

Drawdowns

JHMM vs. BMSLX - Drawdown Comparison

The maximum JHMM drawdown since its inception was -40.71%, roughly equal to the maximum BMSLX drawdown of -41.06%. Use the drawdown chart below to compare losses from any high point for JHMM and BMSLX.


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Drawdown Indicators


JHMMBMSLXDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-41.06%

+0.35%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-14.24%

+0.67%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-22.28%

-1.82%

Max Drawdown (10Y)

Largest decline over 10 years

-40.71%

Current Drawdown

Current decline from peak

-5.58%

-6.65%

+1.07%

Average Drawdown

Average peak-to-trough decline

-5.50%

-5.12%

-0.38%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

3.57%

-0.51%

Volatility

JHMM vs. BMSLX - Volatility Comparison

John Hancock Multifactor Mid Cap ETF (JHMM) and MFS Blended Research Mid Cap Equity Fund (BMSLX) have volatilities of 5.75% and 5.90%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHMMBMSLXDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

5.90%

-0.15%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

10.98%

-0.05%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

20.06%

-0.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

18.41%

-0.11%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

19.82%

-0.25%