JHMM vs. VIV
Compare and contrast key facts about John Hancock Multifactor Mid Cap ETF (JHMM) and Telefônica Brasil S.A. (VIV).
JHMM is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Mid Cap Index. It was launched on Sep 28, 2015.
Performance
JHMM vs. VIV - Performance Comparison
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JHMM vs. VIV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
JHMM vs. VIV — Risk / Return Rank
JHMM
VIV
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.
| JHMM | VIV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.96 | 2.92 | -1.95 |
Sortino ratioReturn per unit of downside risk | 1.46 | 3.34 | -1.89 |
Omega ratioGain probability vs. loss probability | 1.20 | 1.46 | -0.25 |
Calmar ratioReturn relative to maximum drawdown | 1.40 | 7.50 | -6.10 |
Martin ratioReturn relative to average drawdown | 6.22 | 19.94 | -13.72 |
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
| JHMM | VIV | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| JHMM | VIV | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.58% | -4.17% | -1.41% |
Average DrawdownAverage peak-to-trough decline | -5.50% | -32.16% | +26.66% |
Ulcer IndexDepth 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
| JHMM | VIV | Difference | |
|---|---|---|---|
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% |