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VIV vs. JHMM
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

VIV vs. JHMM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Telefônica Brasil S.A. (VIV) and John Hancock Multifactor Mid Cap ETF (JHMM). The values are adjusted to include any dividend payments, if applicable.

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VIV vs. JHMM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
VIV
Telefônica Brasil S.A.
34.67%66.98%-27.07%64.86%-13.84%4.65%-32.07%27.54%-11.53%23.72%
JHMM
John Hancock Multifactor Mid Cap ETF
2.50%10.73%14.61%14.53%-15.30%24.54%16.22%30.01%-9.57%19.96%

Returns By Period

In the year-to-date period, VIV achieves a 34.67% return, which is significantly higher than JHMM's 2.50% return. Over the past 10 years, VIV has underperformed JHMM with an annualized return of 9.82%, while JHMM has yielded a comparatively higher 11.11% annualized return.


VIV

1D
4.46%
1M
-5.77%
YTD
34.67%
6M
26.52%
1Y
88.73%
3Y*
35.33%
5Y*
22.55%
10Y*
9.82%

JHMM

1D
2.74%
1M
-5.50%
YTD
2.50%
6M
4.33%
1Y
18.32%
3Y*
13.14%
5Y*
7.26%
10Y*
11.11%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

VIV vs. JHMM — Risk / Return Rank

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

VIV
VIV Risk / Return Rank: 9696
Overall Rank
VIV Sharpe Ratio Rank: 9797
Sharpe Ratio Rank
VIV Sortino Ratio Rank: 9595
Sortino Ratio Rank
VIV Omega Ratio Rank: 9494
Omega Ratio Rank
VIV Calmar Ratio Rank: 9797
Calmar Ratio Rank
VIV Martin Ratio Rank: 9696
Martin Ratio Rank

JHMM
JHMM Risk / Return Rank: 5757
Overall Rank
JHMM Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
JHMM Sortino Ratio Rank: 5656
Sortino Ratio Rank
JHMM Omega Ratio Rank: 5555
Omega Ratio Rank
JHMM Calmar Ratio Rank: 5656
Calmar Ratio Rank
JHMM Martin Ratio Rank: 6464
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.

VIV vs. JHMM - Risk-Adjusted Trends 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.


VIVJHMMDifference

Sharpe ratio

Return per unit of total volatility

3.07

0.94

+2.13

Sortino ratio

Return per unit of downside risk

3.50

1.43

+2.07

Omega ratio

Gain probability vs. loss probability

1.48

1.20

+0.28

Calmar ratio

Return relative to maximum drawdown

7.14

1.40

+5.73

Martin ratio

Return relative to average drawdown

19.00

6.27

+12.73

VIV vs. JHMM - Sharpe Ratio Comparison

The current VIV Sharpe Ratio is 3.07, which is higher than the JHMM Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of VIV and JHMM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


VIVJHMMDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

3.07

0.94

+2.13

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.80

0.40

+0.40

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.57

-0.25

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.59

-0.43

Correlation

The correlation between VIV and JHMM is 0.30, 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.


Dividends

VIV vs. JHMM - Dividend Comparison

VIV's dividend yield for the trailing twelve months is around 2.52%, more than JHMM's 0.95% yield.


TTM20252024202320222021202020192018201720162015
VIV
Telefônica Brasil S.A.
2.52%5.10%6.60%5.55%5.86%6.44%10.22%5.25%9.20%10.87%4.09%10.07%
JHMM
John Hancock Multifactor Mid Cap ETF
0.95%0.98%1.01%1.17%1.16%0.72%1.04%1.02%1.36%0.90%1.15%0.33%

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.


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Drawdown Indicators


VIVJHMMDifference

Max Drawdown

Largest peak-to-trough decline

-77.73%

-40.71%

-37.02%

Max Drawdown (1Y)

Largest decline over 1 year

-12.25%

-13.57%

+1.32%

Max Drawdown (5Y)

Largest decline over 5 years

-40.76%

-24.10%

-16.66%

Max Drawdown (10Y)

Largest decline over 10 years

-47.57%

-40.71%

-6.86%

Current Drawdown

Current decline from peak

-5.77%

-6.14%

+0.37%

Average Drawdown

Average peak-to-trough decline

-32.17%

-5.50%

-26.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.60%

3.04%

+1.56%

Volatility

VIV vs. JHMM - Volatility Comparison

Telefônica Brasil S.A. (VIV) has a higher volatility of 10.91% compared to John Hancock Multifactor Mid Cap ETF (JHMM) at 5.87%. 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.


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Volatility by Period


VIVJHMMDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.91%

5.87%

+5.04%

Volatility (6M)

Calculated over the trailing 6-month period

22.38%

10.91%

+11.47%

Volatility (1Y)

Calculated over the trailing 1-year period

29.04%

19.52%

+9.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

28.34%

18.31%

+10.03%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.22%

19.58%

+11.64%