JHSC vs. VB

Last updated Aug 2, 2026

JHSC (John Hancock Multifactor Small Cap ETF) and VB (Vanguard Small-Cap ETF) are both exchange-traded funds - JHSC is a Small Cap Growth Equities fund tracking the John Hancock Dimensional Small Cap Index, while VB is a Small Cap Blend Equities fund tracking the CRSP US Small Cap Index. Both are passively managed. Over the past 5 years, JHSC returned 7.89%/yr vs 7.45%/yr for VB. Their 0.97 correlation means they have historically moved very closely together. JHSC charges 0.42%/yr vs 0.03%/yr for VB.

Performance

JHSC vs. VB - Performance Comparison

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

Returns By Period

The year-to-date returns for both stocks are quite close, with JHSC having a 15.31% return and VB slightly lower at 15.19%.

JHSC

• 1D: -0.23%
• 1M: 0.23%
• 6M: 8.71%
• YTD: 15.31%
• 1Y: 24.76%
• 3Y*: 12.62%
• 5Y*: 7.89%
• 10Y*: —
• ALL TIME*: 8.97%

VB

• 1D: -0.22%
• 1M: -1.73%
• 6M: 10.09%
• YTD: 15.19%
• 1Y: 25.91%
• 3Y*: 14.02%
• 5Y*: 7.45%
• 10Y*: 11.08%
• ALL TIME*: 9.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
JHSC John Hancock Multifactor Small Cap ETF	$4.07M	$3.28M	$2.18M
VB Vanguard Small-Cap ETF	$121.48M	$119.40M	$165.11M

JHSC vs. VB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
JHSC John Hancock Multifactor Small Cap ETF	15.31%	6.88%	9.74%	20.77%	-14.65%	19.55%	11.60%	24.43%	-12.50%	4.48%
VB Vanguard Small-Cap ETF	15.19%	8.87%	14.17%	18.22%	-17.51%	17.57%	19.19%	27.34%	-9.34%	3.83%

Correlation

The correlation between JHSC and VB is 0.95, meaning they have usually moved in the same direction, including during past declines.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.95
Correlation (3Y) Balances recent behavior with more history.	0.97
Correlation (5Y) Shows whether the relationship held over a longer period.	0.98
Correlation (All Time) Calculated using the full available price history since Nov 9, 2017	0.97

The correlation between JHSC and VB has been stable across timeframes, ranging from 0.95 to 0.98 - a consistent structural relationship.

JHSC vs. VB - Sectors Allocation Comparison

Sectors	JHSC	VB
Financial Services	18.6%	12.4%
Industrials	17.0%	19.9%
Technology	14.8%	17.9%
Consumer Cyclical	14.1%	11.6%
Healthcare	8.6%	12.5%
Real Estate	6.2%	7.9%
Energy	6.1%	3.9%
Basic Materials	5.1%	4.4%
Utilities	3.8%	3.3%
Consumer Defensive	3.0%	3.3%
Communication Services	2.8%	2.9%

Return for Risk

JHSC vs. VB — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

JHSC

JHSC Risk / Return Rank: 64
JHSC Sharpe Ratio Rank: 61
JHSC Sortino Ratio Rank: 65
JHSC Omega Ratio Rank: 58
JHSC Calmar Ratio Rank: 68
JHSC Martin Ratio Rank: 69

VB

VB Risk / Return Rank: 69
VB Sharpe Ratio Rank: 63
VB Sortino Ratio Rank: 65
VB Omega Ratio Rank: 60
VB Calmar Ratio Rank: 76
VB Martin Ratio Rank: 78

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

JHSC vs. VB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock Multifactor Small Cap ETF (JHSC) and Vanguard Small-Cap ETF (VB). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	JHSC	VB	Difference
Sharpe ratio: Return per unit of total volatility	1.44	1.46	-0.01
Sortino ratio: Return per unit of downside risk	2.17	2.13	+0.04
Omega ratio: Gain probability vs. loss probability	1.25	1.26	0.00
Calmar ratio: Return relative to maximum drawdown	2.40	2.67	-0.26
Martin ratio: Return relative to average drawdown	8.46	9.73	-1.27

JHSC vs. VB - Sharpe Ratio Comparison

The current JHSC Sharpe Ratio is 1.44, which is comparable to the VB Sharpe Ratio of 1.46. The chart below compares the historical Sharpe Ratios of JHSC and VB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

JHSC vs. VB - Drawdown Comparison

The maximum JHSC drawdown since its inception was -42.66%, smaller than the maximum VB drawdown of -59.56%. Use the drawdown chart below to compare losses from any high point for JHSC and VB.

Drawdown Indicators

	JHSC	VB	Difference
Max Drawdown Largest peak-to-trough decline	-42.66%	-59.56%	+16.90%
Max Drawdown (1Y) Largest decline over 1 year	-9.63%	-8.98%	-0.65%
Max Drawdown (3Y) Largest decline over 3 years	-25.16%	-25.36%	+0.20%
Max Drawdown (5Y) Largest decline over 5 years	-25.21%	-28.15%	+2.94%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.05%	—
Current Drawdown Current decline from peak	-1.02%	-2.63%	+1.61%
Average Drawdown Average peak-to-trough decline	-7.65%	-8.39%	+0.74%
Ulcer Index Depth and duration of drawdowns from previous peaks	2.73%	2.46%	+0.27%

Volatility

JHSC vs. VB - Volatility Comparison

John Hancock Multifactor Small Cap ETF (JHSC) and Vanguard Small-Cap ETF (VB) have volatilities of 3.42% and 3.36%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	JHSC	VB	Difference
Volatility (1M) Calculated over the trailing 1-month period	3.42%	3.36%	+0.06%
Volatility (6M) Calculated over the trailing 6-month period	11.00%	12.01%	-1.01%
Volatility (1Y) Calculated over the trailing 1-year period	16.07%	16.47%	-0.40%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.05%	20.69%	-0.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	22.07%	21.37%	+0.70%

JHSC vs. VB - Expense Ratio Comparison

JHSC has a 0.42% expense ratio, which is higher than VB's 0.03% expense ratio.

Dividends

JHSC vs. VB - Dividend Comparison

JHSC's dividend yield for the trailing twelve months is around 1.01%, less than VB's 1.22% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
JHSC John Hancock Multifactor Small Cap ETF	1.01%	1.13%	0.96%	0.98%	1.13%	1.08%	1.12%	1.14%	1.09%	0.00%	0.00%	0.00%
VB Vanguard Small-Cap ETF	1.22%	1.33%	1.30%	1.55%	1.59%	1.24%	1.14%	1.39%	1.67%	1.35%	1.50%	1.48%

Frequently Asked Questions

Can I hold both JHSC and VB in my portfolio?

With a correlation of 0.95, JHSC and VB move almost identically. Holding both adds very little diversification - you're essentially doubling your position in the same market segment. Choosing one is usually more capital-efficient.

Which is riskier, JHSC or VB?

JHSC has higher volatility (3.42%) compared to VB (3.36%). In terms of maximum drawdown, JHSC dropped -42.66% vs VB's -59.56%.

Which ETF is better, JHSC or VB?

On 5-year performance, JHSC leads with 7.89% vs 7.45% for VB. On fees, VB is cheaper at 0.03% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.

Which ETF has performed better, JHSC or VB?

Over the 5-year period, JHSC has performed better with a 7.89% return vs 7.45%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.

Which ETF is cheaper, JHSC or VB?

VB is cheaper with a 0.03% expense ratio, compared with 0.42% for JHSC.

Which ETF pays a higher dividend yield, JHSC or VB?

VB has the higher dividend yield at 1.22%, compared with 1.01% for JHSC.

What is the main difference between JHSC and VB?

JHSC is categorized as Small Cap Growth Equities, while VB is Small Cap Blend Equities. JHSC tracks John Hancock Dimensional Small Cap Index, while VB tracks CRSP US Small Cap Index. They also come from different issuers: Manulife and Vanguard. Their fees differ too: 0.42% for JHSC and 0.03% for VB.

Which has better risk-adjusted returns?

VB currently has the higher Sharpe Ratio (1.46 vs 1.44), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.