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JHMM vs. BND
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHMM and BND is -0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


-0.50.00.51.0-0.0

Performance

JHMM vs. BND - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Mid Cap ETF (JHMM) and Vanguard Total Bond Market ETF (BND). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
8.67%
1.12%
JHMM
BND

Key characteristics

Sharpe Ratio

JHMM:

1.02

BND:

0.31

Sortino Ratio

JHMM:

1.48

BND:

0.46

Omega Ratio

JHMM:

1.18

BND:

1.05

Calmar Ratio

JHMM:

1.84

BND:

0.12

Martin Ratio

JHMM:

5.46

BND:

0.89

Ulcer Index

JHMM:

2.63%

BND:

1.89%

Daily Std Dev

JHMM:

14.04%

BND:

5.43%

Max Drawdown

JHMM:

-40.71%

BND:

-18.84%

Current Drawdown

JHMM:

-7.81%

BND:

-9.55%

Returns By Period

In the year-to-date period, JHMM achieves a 13.94% return, which is significantly higher than BND's 1.17% return.


JHMM

YTD

13.94%

1M

-3.66%

6M

8.67%

1Y

16.29%

5Y*

9.89%

10Y*

N/A

BND

YTD

1.17%

1M

-0.65%

6M

1.13%

1Y

1.35%

5Y*

-0.41%

10Y*

1.29%

Compare stocks, funds, or ETFs

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


JHMM vs. BND - Expense Ratio Comparison

JHMM has a 0.42% expense ratio, which is higher than BND's 0.03% expense ratio.


JHMM
John Hancock Multifactor Mid Cap ETF
Expense ratio chart for JHMM: current value at 0.42% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.42%
Expense ratio chart for BND: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

JHMM vs. BND - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Mid Cap ETF (JHMM) and Vanguard Total Bond Market ETF (BND). 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 JHMM, currently valued at 1.02, compared to the broader market0.002.004.001.020.31
The chart of Sortino ratio for JHMM, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.480.46
The chart of Omega ratio for JHMM, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.05
The chart of Calmar ratio for JHMM, currently valued at 1.84, compared to the broader market0.005.0010.0015.001.840.12
The chart of Martin ratio for JHMM, currently valued at 5.46, compared to the broader market0.0020.0040.0060.0080.00100.005.460.89
JHMM
BND

The current JHMM Sharpe Ratio is 1.02, which is higher than the BND Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of JHMM and BND, 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 Ratio0.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.02
0.31
JHMM
BND

Dividends

JHMM vs. BND - Dividend Comparison

JHMM's dividend yield for the trailing twelve months is around 1.02%, less than BND's 3.63% yield.


TTM20232022202120202019201820172016201520142013
JHMM
John Hancock Multifactor Mid Cap ETF
1.02%1.17%1.16%0.72%1.04%1.02%1.36%0.90%1.15%0.33%0.00%0.00%
BND
Vanguard Total Bond Market ETF
3.63%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%2.78%

Drawdowns

JHMM vs. BND - Drawdown Comparison

The maximum JHMM drawdown since its inception was -40.71%, which is greater than BND's maximum drawdown of -18.84%. Use the drawdown chart below to compare losses from any high point for JHMM and BND. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.81%
-9.55%
JHMM
BND

Volatility

JHMM vs. BND - Volatility Comparison

John Hancock Multifactor Mid Cap ETF (JHMM) has a higher volatility of 4.68% compared to Vanguard Total Bond Market ETF (BND) at 1.62%. This indicates that JHMM's price experiences larger fluctuations and is considered to be riskier than BND 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%7.00%JulyAugustSeptemberOctoberNovemberDecember
4.68%
1.62%
JHMM
BND
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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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