RINF vs. JHMB
RINF (ProShares Inflation Expectations ETF) and JHMB (John Hancock Mortgage Backed Securities ETF) are both exchange-traded funds - RINF is a Inflation-Protected Bonds fund tracking the FTSE 30-Year TIPS (Treasury Rate-Hedged) Index, while JHMB is a Intermediate Core-Plus Bond fund actively managed by John Hancock. RINF is passively managed, while JHMB is actively managed. Over the past 3 years, RINF returned 3.67%/yr vs 5.12%/yr for JHMB. At a correlation of -0.36, they often move in opposite directions. RINF charges 0.30%/yr vs 0.39%/yr for JHMB.
Performance
RINF vs. JHMB - Performance Comparison
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Returns By Period
In the year-to-date period, RINF achieves a 1.59% return, which is significantly higher than JHMB's 0.64% return.
RINF
- 1D
- -0.20%
- 1M
- -0.43%
- 6M
- 1.51%
- YTD
- 1.59%
- 1Y
- 0.71%
- 3Y*
- 3.67%
- 5Y*
- 5.64%
- 10Y*
- 4.58%
JHMB
- 1D
- -0.23%
- 1M
- -0.34%
- 6M
- 0.10%
- YTD
- 0.64%
- 1Y
- 6.04%
- 3Y*
- 5.12%
- 5Y*
- —
- 10Y*
- —
RINF vs. JHMB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | |
|---|---|---|---|---|---|---|
RINF ProShares Inflation Expectations ETF | 1.59% | 1.64% | 9.79% | 0.21% | 8.77% | 6.97% |
JHMB John Hancock Mortgage Backed Securities ETF | 0.64% | 7.89% | 3.52% | 7.21% | -10.24% | -0.88% |
Correlation
The correlation between RINF and JHMB is -0.39, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.51 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2021 | -0.36 |
The correlation between RINF and JHMB shifts across timeframes, from -0.51 (3 years) to -0.36 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
RINF vs. JHMB — Risk / Return Rank
RINF
JHMB
RINF vs. JHMB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ProShares Inflation Expectations ETF (RINF) and John Hancock Mortgage Backed Securities ETF (JHMB). 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.
| RINF | JHMB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.43 | ||
| Sortino ratioReturn per unit of downside risk | -2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.28 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 0.27 | 2.01 | -1.74 |
| Martin ratioReturn relative to average drawdown | 0.50 | 5.34 | -4.84 |
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Drawdowns
RINF vs. JHMB - Drawdown Comparison
The maximum RINF drawdown since its inception was -43.51%, which is greater than JHMB's maximum drawdown of -14.53%. Use the drawdown chart below to compare losses from any high point for RINF and JHMB.
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Drawdown Indicators
| RINF | JHMB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -43.51% | -14.53% | -28.98% |
Max Drawdown (1Y)Largest decline over 1 year | -2.60% | -3.01% | +0.41% |
Max Drawdown (3Y)Largest decline over 3 years | -9.62% | -5.80% | -3.82% |
Max Drawdown (5Y)Largest decline over 5 years | -13.58% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -29.18% | — | — |
Current DrawdownCurrent decline from peak | -1.42% | -1.57% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -16.33% | -4.74% | -11.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.42% | 1.13% | +0.29% |
Volatility
RINF vs. JHMB - Volatility Comparison
ProShares Inflation Expectations ETF (RINF) and John Hancock Mortgage Backed Securities ETF (JHMB) have volatilities of 1.21% and 1.19%, 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.
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Volatility by Period
| RINF | JHMB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 1.21% | 1.19% | +0.02% |
Volatility (6M)Calculated over the trailing 6-month period | 2.97% | 2.92% | +0.05% |
Volatility (1Y)Calculated over the trailing 1-year period | 4.32% | 3.80% | +0.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 12.62% | 5.77% | +6.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 12.54% | 5.77% | +6.77% |
RINF vs. JHMB - Expense Ratio Comparison
RINF has a 0.30% expense ratio, which is lower than JHMB's 0.39% expense ratio.
Dividends
RINF vs. JHMB - Dividend Comparison
RINF's dividend yield for the trailing twelve months is around 3.69%, less than JHMB's 4.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JHMB John Hancock Mortgage Backed Securities ETF | 4.76% | 4.48% | 4.88% | 4.04% | 4.17% | 0.98% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
RINF ProShares Inflation Expectations ETF | 3.69% | 3.89% | 4.68% | 5.07% | 1.15% | 2.76% | 0.82% | 1.90% | 2.47% | 2.99% | 1.09% | 1.83% |
Frequently Asked Questions
RINF and JHMB have a correlation of -0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RINF has higher volatility (1.21%) compared to JHMB (1.19%). In terms of maximum drawdown, RINF dropped -43.51% vs JHMB's -14.53%.
On 3-year performance, JHMB leads with 5.12% vs 3.67% for RINF. On fees, RINF is cheaper at 0.30% per year. Their volatility is very similar. The better choice depends on whether you care most about return, fees, risk, or income.
Over the 3-year period, JHMB has performed better with a 5.12% return vs 3.67%. Past performance does not guarantee future results, so compare this with risk, fees, and fund exposure.
RINF is cheaper with a 0.30% expense ratio, compared with 0.39% for JHMB.
JHMB has the higher dividend yield at 4.76%, compared with 3.69% for RINF.
RINF is categorized as Inflation-Protected Bonds, while JHMB is Intermediate Core-Plus Bond. They also come from different issuers: ProShares and John Hancock. Their fees differ too: 0.30% for RINF and 0.39% for JHMB.
JHMB currently has the higher Sharpe Ratio (1.60 vs 0.17), 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.
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