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JHMM vs. VIV
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHMM vs. VIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Mid Cap ETF (JHMM) and Telefônica Brasil S.A. (VIV). The values are adjusted to include any dividend payments, if applicable.

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JHMM vs. VIV - 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%
VIV
Telefônica Brasil S.A.
36.96%66.98%-27.07%64.86%-13.84%4.65%-32.07%27.54%-11.53%23.72%

Returns By Period

In the year-to-date period, JHMM achieves a 3.12% return, which is significantly lower than VIV's 36.96% return. Over the past 10 years, JHMM has outperformed VIV with an annualized return of 11.17%, while VIV has yielded a comparatively lower 10.01% annualized 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%

VIV

1D
1.70%
1M
-0.77%
YTD
36.96%
6M
29.68%
1Y
83.31%
3Y*
36.09%
5Y*
22.96%
10Y*
10.01%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

JHMM vs. VIV — 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

VIV
VIV Risk / Return Rank: 9595
Overall Rank
VIV Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
VIV Sortino Ratio Rank: 9393
Sortino Ratio Rank
VIV Omega Ratio Rank: 9393
Omega Ratio Rank
VIV Calmar Ratio Rank: 9797
Calmar Ratio Rank
VIV Martin Ratio Rank: 9696
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. VIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Mid Cap ETF (JHMM) and Telefônica Brasil S.A. (VIV). 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.


JHMMVIVDifference

Sharpe ratio

Return per unit of total volatility

0.96

2.92

-1.95

Sortino ratio

Return per unit of downside risk

1.46

3.34

-1.89

Omega ratio

Gain probability vs. loss probability

1.20

1.46

-0.25

Calmar ratio

Return relative to maximum drawdown

1.40

7.50

-6.10

Martin ratio

Return relative to average drawdown

6.22

19.94

-13.72

JHMM vs. VIV - Sharpe Ratio Comparison

The current JHMM Sharpe Ratio is 0.96, which is lower than the VIV Sharpe Ratio of 2.92. The chart below compares the historical Sharpe Ratios of JHMM and VIV, 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


JHMMVIVDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.96

2.92

-1.95

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.41

0.81

-0.41

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.57

0.32

+0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.59

0.15

+0.43

Correlation

The correlation between JHMM and VIV is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Dividends

JHMM vs. VIV - Dividend Comparison

JHMM's dividend yield for the trailing twelve months is around 0.95%, less than VIV's 2.48% 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%
VIV
Telefônica Brasil S.A.
2.48%5.10%6.60%5.55%5.86%6.44%10.22%5.25%9.20%10.87%4.09%10.07%

Drawdowns

JHMM vs. VIV - Drawdown Comparison

The maximum JHMM drawdown since its inception was -40.71%, smaller than the maximum VIV drawdown of -77.73%. Use the drawdown chart below to compare losses from any high point for JHMM and VIV.


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Drawdown Indicators


JHMMVIVDifference

Max Drawdown

Largest peak-to-trough decline

-40.71%

-77.73%

+37.02%

Max Drawdown (1Y)

Largest decline over 1 year

-13.57%

-12.25%

-1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-24.10%

-40.76%

+16.66%

Max Drawdown (10Y)

Largest decline over 10 years

-40.71%

-47.57%

+6.86%

Current Drawdown

Current decline from peak

-5.58%

-4.17%

-1.41%

Average Drawdown

Average peak-to-trough decline

-5.50%

-32.16%

+26.66%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.06%

4.61%

-1.55%

Volatility

JHMM vs. VIV - Volatility Comparison

The current volatility for John Hancock Multifactor Mid Cap ETF (JHMM) is 5.75%, while Telefônica Brasil S.A. (VIV) has a volatility of 10.30%. This indicates that JHMM experiences smaller price fluctuations and is considered to be less risky than VIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHMMVIVDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

10.30%

-4.55%

Volatility (6M)

Calculated over the trailing 6-month period

10.93%

22.40%

-11.47%

Volatility (1Y)

Calculated over the trailing 1-year period

19.52%

29.06%

-9.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.30%

28.35%

-10.05%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.57%

31.21%

-11.64%