BTO vs JVAL

Comparison between John Hancock Financial Opportunities Fund (BTO, ETF) and JPMORGAN U.S. VALUE FACTOR ETF (JVAL, ETF).

5-Year PerformanceJVAL has outperformed BTO, delivering a return of +12.6% compared to +5.8%

BTO vs JVAL - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	BTO(ETF)	JVAL(ETF)
Net Assets	$833M	$834M
Expense Ratio	N/A	0.12%
Max Drawdown	82.09%	40.42%
Sharpe Ratio	0.78	1.76
5Y Beta	0.85	0.96
P/E Ratio	N/A	20.93
Forward P/E	N/A	14.56
PEG Ratio	N/A	0.11
5Y Dividends CAGR	8.12%	12.19%
5Y EPS CAGR	N/A	15.91%
Debt to Equity	N/A	109.70%
P/S Ratio	N/A	1.55
P/B Ratio	N/A	2.78

Net Assets

BTO

$833M

Winner

JVAL

$834M

Expense Ratio

BTO

N/A

JVAL

0.12%

Max Drawdown

BTO

82.09%

Winner

JVAL

40.42%

Sharpe Ratio

BTO

0.78

Winner

JVAL

1.76

5Y Beta

Winner

BTO

0.85

JVAL

0.96

P/E Ratio

BTO

N/A

JVAL

20.93

Forward P/E

BTO

N/A

JVAL

14.56

PEG Ratio

BTO

N/A

JVAL

0.11

5Y Dividends CAGR

BTO

8.12%

Winner

JVAL

12.19%

5Y EPS CAGR

BTO

N/A

JVAL

15.91%

Debt to Equity

BTO

N/A

JVAL

109.70%

P/S Ratio

BTO

N/A

JVAL

1.55

P/B Ratio

BTO

N/A

JVAL

2.78

BTO vs JVAL - Historical Returns

Returns include dividend reinvestment.

Period	BTO	JVAL
1 month	-1.73%	+3.55%
3 months	+10.46%	+6.38%
6 months	+12.93%	+16.35%
1 year	+15.56%	+30.29%
5 years(CAGR)	+5.81%	+12.56%
10 years(CAGR)	+10.79%	+13.07%
Max(CAGR)	+8.94%	+13.07%

BTO

-1.73%

Winner

JVAL

+3.55%

Winner

BTO

+10.46%

JVAL

+6.38%

BTO

+12.93%

Winner

JVAL

+16.35%

BTO

+15.56%

Winner

JVAL

+30.29%

5Y(CAGR)

BTO

+5.81%

Winner

JVAL

+12.56%

10Y(CAGR)

BTO

+10.79%

Winner

JVAL

+13.07%

Max(CAGR)

BTO

+8.94%

Winner

JVAL

+13.07%

BTO vs JVAL - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	BTO	JVAL
2026	+16.84%	+20.90%
2025	+6.98%	+16.48%
2024	+27.67%	+14.59%
2023	-2.85%	+19.59%
2022	-21.25%	-12.14%
2021	+67.15%	+33.17%
2020	-9.84%	+5.81%
2019	+33.57%	+27.98%
2018	-24.57%	-8.93%
2017	+13.25%	+5.24%
2016	+40.90%	N/A
2015	+25.19%	N/A
2014	+5.81%	N/A
2013	+38.22%	N/A
2012	+32.90%	N/A
2011	-16.80%	N/A
2010	+27.86%	N/A
2009	+6.07%	N/A
2008	-34.82%	N/A
2007	-23.16%	N/A
2006	+19.05%	N/A
2005	-1.85%	N/A
2004	+17.15%	N/A
2003	+45.14%	N/A
2002	+4.70%	N/A
2001	+6.80%	N/A
2000	+21.50%	N/A
1999	-8.76%	N/A

BTO vs JVAL Drawdown Comparison

The maximum drawdown for BTO was -72.25%, occurring on Mar 6, 2009. Recovery took 1571 trading sessions.

The maximum drawdown for JVAL was -40.42%, occurring on Mar 23, 2020. Recovery took 216 trading sessions.

The current BTO drawdown is -4.24%. The current JVAL drawdown is -2.04%.

Rank	BTO	JVAL
#1	-72.25% Feb 14, 2007 - May 13, 2013	-40.42% Jan 17, 2020 - Nov 24, 2020
#2	-65.61% Jan 2, 2020 - Jan 14, 2021	-22.40% Jan 4, 2022 - Dec 13, 2023
#3	-51.73% Jan 13, 2022 - Feb 2, 2026	-20.07% Nov 25, 2024 - Jul 2, 2025
#4	-36.21% Nov 16, 1999 - Dec 28, 2000	-18.99% Sep 21, 2018 - Apr 30, 2019
#5	-32.87% Mar 12, 2018 - Jan 2, 2020	-8.53% Jul 26, 2019 - Oct 25, 2019
#6	-30.89% Dec 4, 2015 - Aug 17, 2016	-8.48% Feb 11, 2026 - Apr 16, 2026
#7	-22.13% May 17, 2002 - May 29, 2003	-8.23% May 3, 2019 - Jul 3, 2019
#8	-21.62% Jan 3, 2001 - Dec 26, 2001	-7.88% Jan 24, 2018 - Aug 28, 2018
#9	-18.03% Jun 8, 2021 - Aug 25, 2021	-7.68% Jul 16, 2024 - Aug 30, 2024
#10	-17.22% Mar 5, 2004 - Oct 6, 2004	-6.11% Oct 27, 2025 - Dec 3, 2025
#11	-16.51% Jul 23, 2015 - Nov 11, 2015	-5.86% Mar 28, 2024 - Jul 11, 2024
#12	-15.21% Feb 6, 2026 - Jun 24, 2026	-5.74% Nov 16, 2021 - Dec 27, 2021
#13	-15.12% Jul 3, 2017 - Sep 29, 2017	-4.70% Jun 8, 2021 - Aug 3, 2021
#14	-13.88% Jul 26, 2013 - Dec 24, 2013	-4.41% Sep 2, 2021 - Oct 20, 2021
#15	-11.96% May 15, 2013 - Jul 5, 2013	-4.38% May 7, 2021 - Jun 4, 2021

Correlation

Correlation between BTO and JVAL is 0.89 which considered as a strong positive correlation - the stocks tend to move together.

0.89

-101

Dividend Comparison (2000 - 2026)

BTO vs JVAL dividend yield comparison.

Year	BTO	JVAL
2026	3.27%	0.67%
2025	7.41%	2.08%
2024	7.28%	2.21%
2023	8.64%	2.43%
2022	7.51%	2.46%
2021	4.72%	1.88%
2020	7.25%	2.55%
2019	6.06%	2.58%
2018	5.94%	2.61%
2017	3.76%	0.45%
2016	5.10%	0.00%
2015	4.75%	0.00%
2014	5.03%	0.00%
2013	5.03%	0.00%
2012	5.91%	0.00%
2011	6.51%	0.00%
2010	5.28%	0.00%
2009	4.06%	0.00%
2008	20.16%	0.00%
2007	28.59%	0.00%
2006	10.61%	0.00%
2005	12.34%	0.00%
2004	10.01%	0.00%
2003	6.13%	0.00%
2002	11.40%	0.00%
2001	14.74%	0.00%
2000	8.73%	0.00%