VIV vs. JHMM
Compare and contrast key facts about Telefônica Brasil S.A. (VIV) and John Hancock Multifactor Mid Cap ETF (JHMM).
JHMM is a passively managed fund by Manulife that tracks the performance of the John Hancock Dimensional Mid Cap Index. It was launched on Sep 28, 2015.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: VIV or JHMM.
Key characteristics
| VIV | JHMM | |
|---|---|---|
| YTD Return | -6.42% | 11.02% |
| 1Y Return | 16.57% | 19.66% |
| 3Y Return (Ann) | 13.25% | 4.47% |
| 5Y Return (Ann) | 1.53% | 10.61% |
| Sharpe Ratio | 0.76 | 1.41 |
| Daily Std Dev | 25.08% | 14.95% |
| Max Drawdown | -77.73% | -40.71% |
| Current Drawdown | -28.61% | -1.14% |
Correlation
The correlation between VIV and JHMM is 0.31, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
VIV vs. JHMM - Performance Comparison
In the year-to-date period, VIV achieves a -6.42% return, which is significantly lower than JHMM's 11.02% return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
VIV vs. JHMM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Telefônica Brasil S.A. (VIV) and John Hancock Multifactor Mid Cap ETF (JHMM). 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.
Dividends
VIV vs. JHMM - Dividend Comparison
VIV's dividend yield for the trailing twelve months is around 5.45%, more than JHMM's 1.05% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
VIV Telefônica Brasil S.A. | 5.45% | 5.04% | 5.70% | 6.94% | 12.21% | 4.60% | 7.60% | 5.02% | 3.85% | 12.42% | 6.50% | 10.19% |
JHMM John Hancock Multifactor Mid Cap ETF | 1.05% | 1.17% | 1.16% | 0.72% | 1.04% | 1.02% | 1.36% | 0.90% | 1.15% | 0.33% | 0.00% | 0.00% |
Drawdowns
VIV vs. JHMM - Drawdown Comparison
The maximum VIV drawdown since its inception was -77.73%, which is greater than JHMM's maximum drawdown of -40.71%. Use the drawdown chart below to compare losses from any high point for VIV and JHMM. For additional features, visit the drawdowns tool.
Volatility
VIV vs. JHMM - Volatility Comparison
Telefônica Brasil S.A. (VIV) has a higher volatility of 7.72% compared to John Hancock Multifactor Mid Cap ETF (JHMM) at 4.21%. This indicates that VIV's price experiences larger fluctuations and is considered to be riskier than JHMM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.