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.
Performance
VIV vs. JHMM - Performance Comparison
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VIV vs. JHMM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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%
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Return for Risk
VIV vs. JHMM — Risk / Return Rank
VIV
JHMM
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.
| VIV | JHMM | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 3.07 | 0.94 | +2.13 |
Sortino ratioReturn per unit of downside risk | 3.50 | 1.43 | +2.07 |
Omega ratioGain probability vs. loss probability | 1.48 | 1.20 | +0.28 |
Calmar ratioReturn relative to maximum drawdown | 7.14 | 1.40 | +5.73 |
Martin ratioReturn relative to average drawdown | 19.00 | 6.27 | +12.73 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| VIV | JHMM | Difference | |
|---|---|---|---|
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.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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
| VIV | JHMM | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.77% | -6.14% | +0.37% |
Average DrawdownAverage peak-to-trough decline | -32.17% | -5.50% | -26.67% |
Ulcer IndexDepth 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
| VIV | JHMM | Difference | |
|---|---|---|---|
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% |