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

Correlation

The correlation between JHMM and RFV is 0.86, 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.


-0.50.00.51.00.9

Performance

JHMM vs. RFV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Mid Cap ETF (JHMM) and Invesco S&P MidCap 400® Pure Value ETF (RFV). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
8.67%
7.80%
JHMM
RFV

Key characteristics

Sharpe Ratio

JHMM:

1.02

RFV:

0.31

Sortino Ratio

JHMM:

1.48

RFV:

0.56

Omega Ratio

JHMM:

1.18

RFV:

1.07

Calmar Ratio

JHMM:

1.84

RFV:

0.63

Martin Ratio

JHMM:

5.46

RFV:

1.33

Ulcer Index

JHMM:

2.63%

RFV:

4.31%

Daily Std Dev

JHMM:

14.04%

RFV:

18.63%

Max Drawdown

JHMM:

-40.71%

RFV:

-71.82%

Current Drawdown

JHMM:

-7.81%

RFV:

-9.08%

Returns By Period

In the year-to-date period, JHMM achieves a 13.94% return, which is significantly higher than RFV's 3.54% return.


JHMM

YTD

13.94%

1M

-3.66%

6M

8.67%

1Y

16.29%

5Y*

9.89%

10Y*

N/A

RFV

YTD

3.54%

1M

-4.11%

6M

7.86%

1Y

3.76%

5Y*

13.39%

10Y*

9.99%

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. RFV - Expense Ratio Comparison

JHMM has a 0.42% expense ratio, which is higher than RFV's 0.35% 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 RFV: current value at 0.35% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.35%

Risk-Adjusted Performance

JHMM vs. RFV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Mid Cap ETF (JHMM) and Invesco S&P MidCap 400® Pure Value ETF (RFV). 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 market0.002.004.001.020.20
The chart of Sortino ratio for JHMM, currently valued at 1.48, compared to the broader market-2.000.002.004.006.008.0010.001.480.41
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 market0.005.0010.0015.001.840.41
The chart of Martin ratio for JHMM, currently valued at 5.46, compared to the broader market0.0020.0040.0060.0080.00100.005.460.87
JHMM
RFV

The current JHMM Sharpe Ratio is 1.02, which is higher than the RFV Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of JHMM and RFV, 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 Ratio0.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.02
0.20
JHMM
RFV

Dividends

JHMM vs. RFV - Dividend Comparison

JHMM's dividend yield for the trailing twelve months is around 1.02%, more than RFV's 0.98% 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%
RFV
Invesco S&P MidCap 400® Pure Value ETF
0.98%1.27%2.05%1.60%1.52%1.71%1.39%1.36%0.88%1.79%1.19%0.80%

Drawdowns

JHMM vs. RFV - Drawdown Comparison

The maximum JHMM drawdown since its inception was -40.71%, smaller than the maximum RFV drawdown of -71.82%. Use the drawdown chart below to compare losses from any high point for JHMM and RFV. For additional features, visit the drawdowns tool.


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.81%
-9.08%
JHMM
RFV

Volatility

JHMM vs. RFV - Volatility Comparison

The current volatility for John Hancock Multifactor Mid Cap ETF (JHMM) is 4.68%, while Invesco S&P MidCap 400® Pure Value ETF (RFV) has a volatility of 5.55%. This indicates that JHMM experiences smaller price fluctuations and is considered to be less risky than RFV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%JulyAugustSeptemberOctoberNovemberDecember
4.68%
5.55%
JHMM
RFV
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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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