REGL vs. JHML

Last updated Apr 1, 2026

Compare and contrast key facts about ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and John Hancock Multifactor Large Cap ETF (JHML).

REGL and JHML are both exchange-traded funds (ETFs), meaning they are traded on stock exchanges and can be bought and sold throughout the day. REGL is a passively managed fund by ProShares that tracks the performance of the S&P MidCap 400 Dividend Aristocrats Index. It was launched on Feb 5, 2015. JHML is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Large Cap Index. It was launched on Sep 28, 2015. Both REGL and JHML are passive ETFs, meaning that they are not actively managed but aim to replicate the performance of the underlying index as closely as possible.

Performance

REGL vs. JHML - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and John Hancock Multifactor Large Cap ETF (JHML). The values are adjusted to include any dividend payments, if applicable.

REGL vs. JHML - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
REGL ProShares S&P MidCap 400 Dividend Aristocrats ETF	3.22%	6.89%	12.26%	5.41%	-0.62%	20.38%	7.50%	18.79%	-3.25%	10.17%
JHML John Hancock Multifactor Large Cap ETF	-1.98%	15.91%	19.84%	21.16%	-15.94%	26.90%	17.02%	30.94%	-6.45%	21.52%

Returns By Period

In the year-to-date period, REGL achieves a 3.22% return, which is significantly higher than JHML's -1.98% return. Over the past 10 years, REGL has underperformed JHML with an annualized return of 9.51%, while JHML has yielded a comparatively higher 12.92% annualized return.

REGL

• 1D: 1.37%
• 1M: -5.30%
• YTD: 3.22%
• 6M: 2.59%
• 1Y: 9.63%
• 3Y*: 9.51%
• 5Y*: 6.82%
• 10Y*: 9.51%

JHML

• 1D: 2.77%
• 1M: -4.99%
• YTD: -1.98%
• 6M: 0.45%
• 1Y: 17.37%
• 3Y*: 16.19%
• 5Y*: 10.17%
• 10Y*: 12.92%

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

REGL vs. JHML - Expense Ratio Comparison

REGL has a 0.40% expense ratio, which is higher than JHML's 0.29% expense ratio.

REGL

ProShares S&P MidCap 400 Dividend Aristocrats ETF

JHML

John Hancock Multifactor Large Cap ETF

Return for Risk

REGL vs. JHML — Risk / Return Rank

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

REGL

REGL Risk / Return Rank: 35
REGL Sharpe Ratio Rank: 34
REGL Sortino Ratio Rank: 35
REGL Omega Ratio Rank: 31
REGL Calmar Ratio Rank: 39
REGL Martin Ratio Rank: 37

JHML

JHML Risk / Return Rank: 61
JHML Sharpe Ratio Rank: 56
JHML Sortino Ratio Rank: 59
JHML Omega Ratio Rank: 62
JHML Calmar Ratio Rank: 57
JHML Martin Ratio Rank: 71

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.

REGL vs. JHML - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) and John Hancock Multifactor Large Cap ETF (JHML). 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.

	REGL	JHML	Difference
Sharpe ratio Return per unit of total volatility	0.60	0.99	-0.40
Sortino ratio Return per unit of downside risk	0.97	1.51	-0.54
Omega ratio Gain probability vs. loss probability	1.12	1.23	-0.10
Calmar ratio Return relative to maximum drawdown	0.94	1.44	-0.51
Martin ratio Return relative to average drawdown	3.29	7.24	-3.95
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

REGL vs. JHML - Sharpe Ratio Comparison

The current REGL Sharpe Ratio is 0.60, which is lower than the JHML Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of REGL and JHML, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	REGL	JHML	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.60	0.99	-0.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.43	0.63	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.52	0.73	-0.21
Sharpe Ratio (All Time) Calculated using the full available price history	0.53	0.74	-0.22

Correlation

The correlation between REGL and JHML is 0.79, 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

REGL vs. JHML - Dividend Comparison

REGL's dividend yield for the trailing twelve months is around 2.25%, more than JHML's 1.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
REGL ProShares S&P MidCap 400 Dividend Aristocrats ETF	2.25%	2.32%	2.28%	2.40%	2.32%	2.50%	2.41%	1.96%	2.09%	1.63%	1.20%	1.66%
JHML John Hancock Multifactor Large Cap ETF	1.08%	1.06%	1.16%	1.39%	1.46%	1.08%	1.59%	1.73%	1.57%	1.44%	1.36%	0.38%

Drawdowns

REGL vs. JHML - Drawdown Comparison

The maximum REGL drawdown since its inception was -36.37%, roughly equal to the maximum JHML drawdown of -36.13%. Use the drawdown chart below to compare losses from any high point for REGL and JHML.

Drawdown Indicators

	REGL	JHML	Difference
Max Drawdown Largest peak-to-trough decline	-36.37%	-36.13%	-0.24%
Max Drawdown (1Y) Largest decline over 1 year	-10.94%	-12.49%	+1.55%
Max Drawdown (5Y) Largest decline over 5 years	-16.96%	-23.47%	+6.51%
Max Drawdown (10Y) Largest decline over 10 years	-36.37%	-36.13%	-0.24%
Current Drawdown Current decline from peak	-6.51%	-5.40%	-1.11%
Average Drawdown Average peak-to-trough decline	-4.09%	-4.35%	+0.26%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.11%	2.49%	+0.62%

Volatility

REGL vs. JHML - Volatility Comparison

The current volatility for ProShares S&P MidCap 400 Dividend Aristocrats ETF (REGL) is 4.35%, while John Hancock Multifactor Large Cap ETF (JHML) has a volatility of 5.13%. This indicates that REGL experiences smaller price fluctuations and is considered to be less risky than JHML based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	REGL	JHML	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.35%	5.13%	-0.78%
Volatility (6M) Calculated over the trailing 6-month period	9.21%	9.12%	+0.09%
Volatility (1Y) Calculated over the trailing 1-year period	16.27%	17.58%	-1.31%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	16.11%	16.30%	-0.19%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.31%	17.75%	+0.56%