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USGLX vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


USGLXVTI
YTD Return15.72%17.74%
1Y Return26.11%27.69%
3Y Return (Ann)1.69%8.25%
5Y Return (Ann)12.64%14.53%
10Y Return (Ann)12.79%12.29%
Sharpe Ratio1.902.11
Daily Std Dev13.51%13.00%
Max Drawdown-48.82%-55.45%
Current Drawdown-0.87%-0.63%

Correlation

-0.50.00.51.00.9

The correlation between USGLX and VTI is 0.91, 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.

Performance

USGLX vs. VTI - Performance Comparison

In the year-to-date period, USGLX achieves a 15.72% return, which is significantly lower than VTI's 17.74% return. Both investments have delivered pretty close results over the past 10 years, with USGLX having a 12.79% annualized return and VTI not far behind at 12.29%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-5.00%0.00%5.00%10.00%AprilMayJuneJulyAugustSeptember
4.70%
7.81%
USGLX
VTI

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


USGLX vs. VTI - Expense Ratio Comparison

USGLX has a 1.13% expense ratio, which is higher than VTI's 0.03% expense ratio.


USGLX
John Hancock U.S. Global Leaders Growth Fund
Expense ratio chart for USGLX: current value at 1.13% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%1.13%
Expense ratio chart for VTI: current value at 0.03% compared with the broader market ranging from 0.00% to 2.12%.0.50%1.00%1.50%2.00%0.03%

Risk-Adjusted Performance

USGLX vs. VTI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for John Hancock U.S. Global Leaders Growth Fund (USGLX) and Vanguard Total Stock Market ETF (VTI). 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.


USGLX
Sharpe ratio
The chart of Sharpe ratio for USGLX, currently valued at 1.90, compared to the broader market-1.000.001.002.003.004.005.001.90
Sortino ratio
The chart of Sortino ratio for USGLX, currently valued at 2.58, compared to the broader market0.005.0010.002.58
Omega ratio
The chart of Omega ratio for USGLX, currently valued at 1.34, compared to the broader market1.002.003.004.001.34
Calmar ratio
The chart of Calmar ratio for USGLX, currently valued at 1.00, compared to the broader market0.005.0010.0015.0020.001.00
Martin ratio
The chart of Martin ratio for USGLX, currently valued at 9.70, compared to the broader market0.0020.0040.0060.0080.00100.009.70
VTI
Sharpe ratio
The chart of Sharpe ratio for VTI, currently valued at 2.10, compared to the broader market-1.000.001.002.003.004.005.002.11
Sortino ratio
The chart of Sortino ratio for VTI, currently valued at 2.84, compared to the broader market0.005.0010.002.84
Omega ratio
The chart of Omega ratio for VTI, currently valued at 1.38, compared to the broader market1.002.003.004.001.38
Calmar ratio
The chart of Calmar ratio for VTI, currently valued at 1.95, compared to the broader market0.005.0010.0015.0020.001.95
Martin ratio
The chart of Martin ratio for VTI, currently valued at 11.33, compared to the broader market0.0020.0040.0060.0080.00100.0011.33

USGLX vs. VTI - Sharpe Ratio Comparison

The current USGLX Sharpe Ratio is 1.90, which roughly equals the VTI Sharpe Ratio of 2.11. The chart below compares the 12-month rolling Sharpe Ratio of USGLX and VTI.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AprilMayJuneJulyAugustSeptember
1.90
2.11
USGLX
VTI

Dividends

USGLX vs. VTI - Dividend Comparison

USGLX has not paid dividends to shareholders, while VTI's dividend yield for the trailing twelve months is around 1.32%.


TTM20232022202120202019201820172016201520142013
USGLX
John Hancock U.S. Global Leaders Growth Fund
0.00%0.00%0.00%8.75%11.38%6.76%13.55%7.34%5.42%6.67%15.45%2.89%
VTI
Vanguard Total Stock Market ETF
1.32%1.44%1.66%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%1.74%

Drawdowns

USGLX vs. VTI - Drawdown Comparison

The maximum USGLX drawdown since its inception was -48.82%, smaller than the maximum VTI drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for USGLX and VTI. For additional features, visit the drawdowns tool.


-8.00%-6.00%-4.00%-2.00%0.00%AprilMayJuneJulyAugustSeptember
-0.87%
-0.63%
USGLX
VTI

Volatility

USGLX vs. VTI - Volatility Comparison

The current volatility for John Hancock U.S. Global Leaders Growth Fund (USGLX) is 3.48%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 4.00%. This indicates that USGLX experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%AprilMayJuneJulyAugustSeptember
3.48%
4.00%
USGLX
VTI