PortfoliosLab logo
BND vs. JHMU
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between BND and JHMU is 0.11, 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.


Performance

BND vs. JHMU - Performance Comparison

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

6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.38%
11.07%
BND
JHMU

Key characteristics

Sharpe Ratio

BND:

1.03

JHMU:

0.43

Sortino Ratio

BND:

1.48

JHMU:

0.69

Omega Ratio

BND:

1.18

JHMU:

1.10

Calmar Ratio

BND:

0.43

JHMU:

0.54

Martin Ratio

BND:

2.60

JHMU:

1.75

Ulcer Index

BND:

2.07%

JHMU:

1.38%

Daily Std Dev

BND:

5.31%

JHMU:

4.74%

Max Drawdown

BND:

-18.84%

JHMU:

-4.48%

Current Drawdown

BND:

-7.42%

JHMU:

-2.62%

Returns By Period

In the year-to-date period, BND achieves a 2.13% return, which is significantly higher than JHMU's -0.68% return.


BND

YTD

2.13%

1M

0.32%

6M

1.30%

1Y

5.43%

5Y*

-0.86%

10Y*

1.49%

JHMU

YTD

-0.68%

1M

1.27%

6M

-0.15%

1Y

2.01%

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

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


BND vs. JHMU - Expense Ratio Comparison

BND has a 0.03% expense ratio, which is lower than JHMU's 0.39% expense ratio.


Risk-Adjusted Performance

BND vs. JHMU — Risk-Adjusted Performance Rank

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

BND
The Risk-Adjusted Performance Rank of BND is 7373
Overall Rank
The Sharpe Ratio Rank of BND is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BND is 8181
Sortino Ratio Rank
The Omega Ratio Rank of BND is 7676
Omega Ratio Rank
The Calmar Ratio Rank of BND is 5555
Calmar Ratio Rank
The Martin Ratio Rank of BND is 7070
Martin Ratio Rank

JHMU
The Risk-Adjusted Performance Rank of JHMU is 5454
Overall Rank
The Sharpe Ratio Rank of JHMU is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of JHMU is 4949
Sortino Ratio Rank
The Omega Ratio Rank of JHMU is 5151
Omega Ratio Rank
The Calmar Ratio Rank of JHMU is 6464
Calmar Ratio Rank
The Martin Ratio Rank of JHMU is 5656
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

BND vs. JHMU - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Vanguard Total Bond Market ETF (BND) and John Hancock Dynamic Municipal Bond ETF (JHMU). 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.


The current BND Sharpe Ratio is 1.03, which is higher than the JHMU Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of BND and JHMU, 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 Ratio0.000.501.001.502.002.50December2025FebruaryMarchAprilMay
1.03
0.43
BND
JHMU

Dividends

BND vs. JHMU - Dividend Comparison

BND's dividend yield for the trailing twelve months is around 3.76%, less than JHMU's 7.90% yield.


TTM20242023202220212020201920182017201620152014
BND
Vanguard Total Bond Market ETF
3.76%3.67%3.09%2.60%1.97%2.22%2.72%2.81%2.54%2.51%2.57%2.79%
JHMU
John Hancock Dynamic Municipal Bond ETF
7.90%7.29%0.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

BND vs. JHMU - Drawdown Comparison

The maximum BND drawdown since its inception was -18.84%, which is greater than JHMU's maximum drawdown of -4.48%. Use the drawdown chart below to compare losses from any high point for BND and JHMU. For additional features, visit the drawdowns tool.


-5.00%-4.00%-3.00%-2.00%-1.00%0.00%December2025FebruaryMarchAprilMay
-1.70%
-2.62%
BND
JHMU

Volatility

BND vs. JHMU - Volatility Comparison

The current volatility for Vanguard Total Bond Market ETF (BND) is 1.73%, while John Hancock Dynamic Municipal Bond ETF (JHMU) has a volatility of 1.98%. This indicates that BND experiences smaller price fluctuations and is considered to be less risky than JHMU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


1.00%1.50%2.00%2.50%3.00%December2025FebruaryMarchAprilMay
1.73%
1.98%
BND
JHMU