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JHSC vs. CALF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between JHSC and CALF is 0.89, 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

JHSC vs. CALF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in John Hancock Multifactor Small Cap ETF (JHSC) and Pacer US Small Cap Cash Cows 100 ETF (CALF). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%SeptemberOctoberNovemberDecember2025February
7.06%
-5.16%
JHSC
CALF

Key characteristics

Sharpe Ratio

JHSC:

0.76

CALF:

-0.64

Sortino Ratio

JHSC:

1.17

CALF:

-0.83

Omega Ratio

JHSC:

1.14

CALF:

0.91

Calmar Ratio

JHSC:

1.38

CALF:

-0.92

Martin Ratio

JHSC:

3.25

CALF:

-1.77

Ulcer Index

JHSC:

3.90%

CALF:

7.20%

Daily Std Dev

JHSC:

16.76%

CALF:

19.98%

Max Drawdown

JHSC:

-42.66%

CALF:

-47.58%

Current Drawdown

JHSC:

-5.36%

CALF:

-13.36%

Returns By Period

In the year-to-date period, JHSC achieves a 3.32% return, which is significantly higher than CALF's -4.07% return.


JHSC

YTD

3.32%

1M

-0.67%

6M

6.42%

1Y

14.66%

5Y*

8.98%

10Y*

N/A

CALF

YTD

-4.07%

1M

-6.55%

6M

-6.10%

1Y

-9.94%

5Y*

11.53%

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.


JHSC vs. CALF - Expense Ratio Comparison

JHSC has a 0.42% expense ratio, which is lower than CALF's 0.59% expense ratio.


CALF
Pacer US Small Cap Cash Cows 100 ETF
Expense ratio chart for CALF: current value at 0.59% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.59%
Expense ratio chart for JHSC: 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%

Risk-Adjusted Performance

JHSC vs. CALF — Risk-Adjusted Performance Rank

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

JHSC
The Risk-Adjusted Performance Rank of JHSC is 3333
Overall Rank
The Sharpe Ratio Rank of JHSC is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of JHSC is 2828
Sortino Ratio Rank
The Omega Ratio Rank of JHSC is 2727
Omega Ratio Rank
The Calmar Ratio Rank of JHSC is 5050
Calmar Ratio Rank
The Martin Ratio Rank of JHSC is 3434
Martin Ratio Rank

CALF
The Risk-Adjusted Performance Rank of CALF is 11
Overall Rank
The Sharpe Ratio Rank of CALF is 22
Sharpe Ratio Rank
The Sortino Ratio Rank of CALF is 22
Sortino Ratio Rank
The Omega Ratio Rank of CALF is 22
Omega Ratio Rank
The Calmar Ratio Rank of CALF is 00
Calmar Ratio Rank
The Martin Ratio Rank of CALF is 00
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.

JHSC vs. CALF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Small Cap ETF (JHSC) and Pacer US Small Cap Cash Cows 100 ETF (CALF). 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 JHSC, currently valued at 0.76, compared to the broader market0.002.004.000.76-0.64
The chart of Sortino ratio for JHSC, currently valued at 1.17, compared to the broader market-2.000.002.004.006.008.0010.0012.001.17-0.83
The chart of Omega ratio for JHSC, currently valued at 1.14, compared to the broader market0.501.001.502.002.503.001.140.91
The chart of Calmar ratio for JHSC, currently valued at 1.38, compared to the broader market0.005.0010.0015.001.38-0.92
The chart of Martin ratio for JHSC, currently valued at 3.25, compared to the broader market0.0020.0040.0060.0080.00100.003.25-1.77
JHSC
CALF

The current JHSC Sharpe Ratio is 0.76, which is higher than the CALF Sharpe Ratio of -0.64. The chart below compares the historical Sharpe Ratios of JHSC and CALF, 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 Ratio-1.00-0.500.000.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.76
-0.64
JHSC
CALF

Dividends

JHSC vs. CALF - Dividend Comparison

JHSC's dividend yield for the trailing twelve months is around 0.93%, less than CALF's 1.12% yield.


TTM20242023202220212020201920182017
JHSC
John Hancock Multifactor Small Cap ETF
0.93%0.96%0.98%1.13%1.08%1.12%1.14%1.09%0.00%
CALF
Pacer US Small Cap Cash Cows 100 ETF
1.12%1.07%1.18%0.85%2.63%0.82%0.99%1.39%0.70%

Drawdowns

JHSC vs. CALF - Drawdown Comparison

The maximum JHSC drawdown since its inception was -42.66%, smaller than the maximum CALF drawdown of -47.58%. Use the drawdown chart below to compare losses from any high point for JHSC and CALF. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-5.36%
-13.36%
JHSC
CALF

Volatility

JHSC vs. CALF - Volatility Comparison

The current volatility for John Hancock Multifactor Small Cap ETF (JHSC) is 3.65%, while Pacer US Small Cap Cash Cows 100 ETF (CALF) has a volatility of 5.05%. This indicates that JHSC experiences smaller price fluctuations and is considered to be less risky than CALF 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%9.00%SeptemberOctoberNovemberDecember2025February
3.65%
5.05%
JHSC
CALF
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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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