PortfoliosLab logoPortfoliosLab logo

Documentation

Upgrade your plan
MUMC.TO vs. MINT.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends

MUMC.TO vs. MINT.TO

Last updated Jul 16, 2026
Documentation

MUMC.TO (Manulife Multifactor U.S. Mid Cap Index ETF Hedged) and MINT.TO (Manulife Multifactor Developed International Index ETF) are both exchange-traded funds - MUMC.TO is a Mid Cap Blend Equities fund actively managed by Manulife, while MINT.TO is a International Equity fund actively managed by Manulife. Both are actively managed. Over the past 5 years, MUMC.TO returned 6.15%/yr vs 12.51%/yr for MINT.TO. At a 0.27 correlation, their price movements are largely independent.

Performance

MUMC.TO vs. MINT.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a CA$10,000 investment in Manulife Multifactor U.S. Mid Cap Index ETF Hedged (MUMC.TO) and Manulife Multifactor Developed International Index ETF (MINT.TO). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

The year-to-date returns for both investments are quite close, with MUMC.TO having a 10.94% return and MINT.TO slightly higher at 11.34%.

MUMC.TO

1D
-0.79%
1M
-0.28%
6M
7.47%
YTD
10.94%
1Y
14.50%
3Y*
11.18%
5Y*
6.15%
10Y*
—

MINT.TO

1D
-0.31%
1M
1.05%
6M
7.53%
YTD
11.34%
1Y
24.81%
3Y*
17.42%
5Y*
12.51%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

MUMC.TO vs. MINT.TO - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
MUMC.TO
Manulife Multifactor U.S. Mid Cap Index ETF Hedged		10.94%4.82%13.82%13.06%-17.20%24.09%12.29%29.38%-12.33%14.34%
MINT.TO
Manulife Multifactor Developed International Index ETF		11.34%23.42%10.91%18.04%-3.59%17.69%0.55%21.99%-10.35%13.54%

Correlation

The correlation between MUMC.TO and MINT.TO is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.26

Correlation (3Y)
Calculated over the trailing 3-year period

0.25

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2017

0.27

Compare stocks, funds, or ETFs

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

Manulife Multifactor U.S. Mid Cap Index ETF Hedged

Manulife Multifactor Developed International Index ETF

Return for Risk

MUMC.TO vs. MINT.TO — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
MUMC.TO
MUMC.TO Risk / Return Rank: 2929
Overall Rank
MUMC.TO Sharpe Ratio Rank: 2626
Sharpe Ratio Rank
MUMC.TO Sortino Ratio Rank: 2525
Sortino Ratio Rank
MUMC.TO Omega Ratio Rank: 3030
Omega Ratio Rank
MUMC.TO Calmar Ratio Rank: 3232
Calmar Ratio Rank
MUMC.TO Martin Ratio Rank: 3333
Martin Ratio Rank
MINT.TO
MINT.TO Risk / Return Rank: 7373
Overall Rank
MINT.TO Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
MINT.TO Sortino Ratio Rank: 7676
Sortino Ratio Rank
MINT.TO Omega Ratio Rank: 7878
Omega Ratio Rank
MINT.TO Calmar Ratio Rank: 6767
Calmar Ratio Rank
MINT.TO Martin Ratio Rank: 7272
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.

MUMC.TO vs. MINT.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Manulife Multifactor U.S. Mid Cap Index ETF Hedged (MUMC.TO) and Manulife Multifactor Developed International Index ETF (MINT.TO). 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.

MUMC.TOMINT.TODifference
Sharpe ratioReturn per unit of total volatility
0.81
1.86

-1.05

Sortino ratioReturn per unit of downside risk
1.18
2.74

-1.56

Omega ratioGain probability vs. loss probability

1.17

1.37

-0.19

Calmar ratioReturn relative to maximum drawdown

1.40

2.74

-1.33

Martin ratioReturn relative to average drawdown

4.17

10.51

-6.34

MUMC.TO vs. MINT.TO - Sharpe Ratio Comparison

The current MUMC.TO Sharpe Ratio is 0.81, which is lower than the MINT.TO Sharpe Ratio of 1.86. The chart below compares the historical Sharpe Ratios of MUMC.TO and MINT.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Loading charts...

Drawdowns

MUMC.TO vs. MINT.TO - Drawdown Comparison

The maximum MUMC.TO drawdown since its inception was -38.47%, which is greater than MINT.TO's maximum drawdown of -32.97%. Use the drawdown chart below to compare losses from any high point for MUMC.TO and MINT.TO.

Loading charts...

Drawdown Indicators

MUMC.TOMINT.TODifference

Max Drawdown

Largest peak-to-trough decline

-38.47%

-32.97%

-5.50%

Max Drawdown (1Y)

Largest decline over 1 year

-10.38%

-9.11%

-1.27%

Max Drawdown (3Y)

Largest decline over 3 years

-21.77%

-13.76%

-8.01%

Max Drawdown (5Y)

Largest decline over 5 years

-24.62%

-18.04%

-6.58%

Current Drawdown

Current decline from peak

-1.78%

-1.34%

-0.44%

Average Drawdown

Average peak-to-trough decline

-6.49%

-4.17%

-2.32%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.49%

2.37%

+1.12%

Volatility

MUMC.TO vs. MINT.TO - Volatility Comparison

The current volatility for Manulife Multifactor U.S. Mid Cap Index ETF Hedged (MUMC.TO) is 3.17%, while Manulife Multifactor Developed International Index ETF (MINT.TO) has a volatility of 3.95%. This indicates that MUMC.TO experiences smaller price fluctuations and is considered to be less risky than MINT.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Loading charts...

Volatility by Period

MUMC.TOMINT.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

3.17%

3.95%

-0.78%

Volatility (6M)

Calculated over the trailing 6-month period

10.51%

11.53%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.94%

13.39%

+4.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.58%

14.66%

+3.92%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.45%

16.63%

+2.82%

Dividends

MUMC.TO vs. MINT.TO - Dividend Comparison

MUMC.TO's dividend yield for the trailing twelve months is around 0.81%, less than MINT.TO's 2.86% yield.

PositionTTM202520242023202220212020201920182017
MINT.TO
Manulife Multifactor Developed International Index ETF		2.86%5.86%2.14%2.81%2.84%2.55%1.60%2.70%2.76%1.36%
MUMC.TO
Manulife Multifactor U.S. Mid Cap Index ETF Hedged		0.81%1.00%0.70%1.05%0.86%0.63%0.90%0.90%1.19%0.73%

Frequently Asked Questions

MUMC.TO and MINT.TO have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MUMC.TO is categorized as Mid Cap Blend Equities, while MINT.TO is International Equity.

Portfolio Optimizer

Find the right allocation for MUMC.TO and MINT.TO

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer