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JHPI vs. SPFF
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

JHPI vs. SPFF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Preferred Income ETF (JHPI) and Global X SuperIncome Preferred ETF (SPFF). The values are adjusted to include any dividend payments, if applicable.

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JHPI vs. SPFF - Yearly Performance Comparison


2026 (YTD)20252024202320222021
JHPI
John Hancock Preferred Income ETF
-0.26%7.37%10.54%7.25%-9.55%0.62%
SPFF
Global X SuperIncome Preferred ETF
-3.61%7.52%8.62%3.00%-14.29%1.44%

Returns By Period

In the year-to-date period, JHPI achieves a -0.26% return, which is significantly higher than SPFF's -3.61% return.


JHPI

1D
0.27%
1M
-2.03%
YTD
-0.26%
6M
0.31%
1Y
6.56%
3Y*
8.73%
5Y*
10Y*

SPFF

1D
0.91%
1M
-2.63%
YTD
-3.61%
6M
-0.40%
1Y
5.95%
3Y*
4.81%
5Y*
0.47%
10Y*
2.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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JHPI vs. SPFF - Expense Ratio Comparison

JHPI has a 0.54% expense ratio, which is lower than SPFF's 0.58% expense ratio.


Return for Risk

JHPI vs. SPFF — Risk / Return Rank

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

JHPI
JHPI Risk / Return Rank: 7979
Overall Rank
JHPI Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
JHPI Sortino Ratio Rank: 8383
Sortino Ratio Rank
JHPI Omega Ratio Rank: 8484
Omega Ratio Rank
JHPI Calmar Ratio Rank: 7777
Calmar Ratio Rank
JHPI Martin Ratio Rank: 6868
Martin Ratio Rank

SPFF
SPFF Risk / Return Rank: 2929
Overall Rank
SPFF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPFF Omega Ratio Rank: 2727
Omega Ratio Rank
SPFF Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPFF Martin Ratio Rank: 2727
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.

JHPI vs. SPFF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Preferred Income ETF (JHPI) and Global X SuperIncome Preferred ETF (SPFF). 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.


JHPISPFFDifference

Sharpe ratio

Return per unit of total volatility

1.67

0.53

+1.14

Sortino ratio

Return per unit of downside risk

2.21

0.81

+1.40

Omega ratio

Gain probability vs. loss probability

1.33

1.10

+0.23

Calmar ratio

Return relative to maximum drawdown

2.09

0.73

+1.36

Martin ratio

Return relative to average drawdown

6.90

2.09

+4.81

JHPI vs. SPFF - Sharpe Ratio Comparison

The current JHPI Sharpe Ratio is 1.67, which is higher than the SPFF Sharpe Ratio of 0.53. The chart below compares the historical Sharpe Ratios of JHPI and SPFF, 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


JHPISPFFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.67

0.53

+1.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

Sharpe Ratio (All Time)

Calculated using the full available price history

0.54

0.24

+0.30

Correlation

The correlation between JHPI and SPFF is 0.74, 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.


Dividends

JHPI vs. SPFF - Dividend Comparison

JHPI's dividend yield for the trailing twelve months is around 5.66%, less than SPFF's 6.79% yield.


TTM20252024202320222021202020192018201720162015
JHPI
John Hancock Preferred Income ETF
5.66%5.73%6.32%6.44%6.27%0.24%0.00%0.00%0.00%0.00%0.00%0.00%
SPFF
Global X SuperIncome Preferred ETF
6.79%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%

Drawdowns

JHPI vs. SPFF - Drawdown Comparison

The maximum JHPI drawdown since its inception was -13.45%, smaller than the maximum SPFF drawdown of -35.92%. Use the drawdown chart below to compare losses from any high point for JHPI and SPFF.


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Drawdown Indicators


JHPISPFFDifference

Max Drawdown

Largest peak-to-trough decline

-13.45%

-35.92%

+22.47%

Max Drawdown (1Y)

Largest decline over 1 year

-3.08%

-7.58%

+4.50%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

Current Drawdown

Current decline from peak

-2.64%

-6.52%

+3.88%

Average Drawdown

Average peak-to-trough decline

-3.87%

-4.09%

+0.22%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.93%

2.65%

-1.72%

Volatility

JHPI vs. SPFF - Volatility Comparison

The current volatility for John Hancock Preferred Income ETF (JHPI) is 1.51%, while Global X SuperIncome Preferred ETF (SPFF) has a volatility of 3.39%. This indicates that JHPI experiences smaller price fluctuations and is considered to be less risky than SPFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


JHPISPFFDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.51%

3.39%

-1.88%

Volatility (6M)

Calculated over the trailing 6-month period

2.54%

7.27%

-4.73%

Volatility (1Y)

Calculated over the trailing 1-year period

3.96%

11.28%

-7.32%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

6.39%

10.79%

-4.40%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

6.39%

13.46%

-7.07%