CHI vs JHMD

Comparison between Calamos Convertible Opportunities and Income Fund (CHI, ETF) and JOHN HANCOCK MULTIFACTOR DEVELOPED INTERNATIONAL ETF (JHMD, ETF).

5-Year PerformanceJHMD has outperformed CHI, delivering a return of +8.1% compared to +6.3%

CHI vs JHMD - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	CHI(ETF)	JHMD(ETF)
Net Assets	$931M	$925M
Expense Ratio	N/A	0.39%
Max Drawdown	73.29%	38.87%
Sharpe Ratio	1.69	1.01
5Y Beta	0.74	0.70
5Y Dividends CAGR	2.25%	17.64%

Net Assets

Winner

CHI

$931M

JHMD

$925M

Expense Ratio

CHI

N/A

JHMD

0.39%

Max Drawdown

CHI

73.29%

Winner

JHMD

38.87%

Sharpe Ratio

Winner

CHI

1.69

JHMD

1.01

5Y Beta

CHI

0.74

Winner

JHMD

0.70

5Y Dividends CAGR

CHI

2.25%

Winner

JHMD

17.64%

CHI vs JHMD - Historical Returns

Returns include dividend reinvestment.

Period	CHI	JHMD
1 month	+2.07%	-0.52%
3 months	+12.02%	+1.88%
6 months	+20.84%	+8.57%
1 year	+36.06%	+19.03%
5 years(CAGR)	+6.33%	+8.07%
10 years(CAGR)	+12.88%	+9.15%
Max(CAGR)	+9.74%	+9.15%

Winner

CHI

+2.07%

JHMD

-0.52%

Winner

CHI

+12.02%

JHMD

+1.88%

Winner

CHI

+20.84%

JHMD

+8.57%

Winner

CHI

+36.06%

JHMD

+19.03%

5Y(CAGR)

CHI

+6.33%

Winner

JHMD

+8.07%

10Y(CAGR)

Winner

CHI

+12.88%

JHMD

+9.15%

Max(CAGR)

Winner

CHI

+9.74%

JHMD

+9.15%

CHI vs JHMD - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	CHI	JHMD
2026	+21.41%	+5.01%
2025	-0.88%	+34.39%
2024	+28.20%	+2.83%
2023	+8.22%	+18.73%
2022	-23.06%	-14.50%
2021	+22.30%	+11.56%
2020	+33.28%	+5.81%
2019	+31.79%	+20.13%
2018	-11.22%	-14.92%
2017	+20.10%	+24.96%
2016	+13.28%	+0.56%
2015	-15.64%	N/A
2014	+5.01%	N/A
2013	+19.38%	N/A
2012	+13.81%	N/A
2011	-6.66%	N/A
2010	+16.17%	N/A
2009	+54.80%	N/A
2008	-35.94%	N/A
2007	-19.79%	N/A
2006	+12.07%	N/A
2005	+5.58%	N/A
2004	+14.56%	N/A
2003	+47.19%	N/A
2002	+11.61%	N/A

CHI vs JHMD Drawdown Comparison

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The maximum drawdown for JHMD was -35.66%, occurring on Mar 23, 2020. Recovery took 719 trading sessions.

The current CHI drawdown is -3.04%. The current JHMD drawdown is -4.22%.

Rank	CHI	JHMD
#1	-64.58% Jun 11, 2007 - Mar 25, 2011	-35.66% Jan 26, 2018 - Dec 3, 2020
#2	-49.56% Feb 19, 2020 - Aug 3, 2020	-29.39% Sep 3, 2021 - Dec 27, 2023
#3	-35.99% Nov 15, 2021 - Nov 20, 2024	-13.38% Mar 19, 2025 - Apr 28, 2025
#4	-33.85% Sep 14, 2018 - Feb 6, 2020	-11.23% Feb 25, 2026 - Mar 20, 2026
#5	-32.90% May 18, 2015 - Feb 8, 2017	-10.39% Sep 26, 2024 - Mar 5, 2025
#6	-27.52% Dec 30, 2024 - Oct 27, 2025	-7.51% Jul 12, 2024 - Aug 21, 2024
#7	-21.84% Jan 20, 2004 - Sep 10, 2004	-5.36% Jun 15, 2021 - Aug 13, 2021
#8	-18.00% Jun 3, 2011 - Feb 9, 2012	-5.20% Nov 12, 2025 - Dec 10, 2025
#9	-14.88% Feb 9, 2005 - Jul 28, 2005	-5.13% Mar 27, 2024 - May 14, 2024
#10	-12.89% Sep 13, 2002 - Nov 13, 2002	-4.42% Jan 8, 2021 - Feb 11, 2021
#11	-10.71% Feb 13, 2026 - Apr 8, 2026	-4.22% Jul 23, 2025 - Aug 12, 2025
#12	-10.47% May 21, 2013 - Oct 17, 2013	-4.04% May 15, 2024 - Jul 12, 2024
#13	-9.73% Sep 2, 2014 - Feb 25, 2015	-3.53% Aug 29, 2024 - Sep 19, 2024
#14	-9.31% Sep 1, 2020 - Oct 12, 2020	-3.31% Feb 16, 2021 - Mar 17, 2021
#15	-9.20% Oct 8, 2012 - Jan 10, 2013	-3.10% Oct 6, 2025 - Oct 20, 2025

Correlation

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

0.89

-101

Dividend Comparison (2002 - 2026)

CHI vs JHMD dividend yield comparison.

Year	CHI	JHMD
2026	3.05%	0.00%
2025	10.88%	3.19%
2024	9.55%	3.55%
2023	11.00%	3.01%
2022	10.85%	2.85%
2021	7.54%	3.22%
2020	6.75%	1.89%
2019	8.49%	3.19%
2018	12.19%	2.09%
2017	10.19%	2.27%
2016	11.30%	0.00%
2015	11.50%	0.00%
2014	8.88%	0.00%
2013	8.60%	0.00%
2012	9.55%	0.00%
2011	10.12%	0.00%
2010	8.65%	0.00%
2009	9.25%	0.00%
2008	18.64%	0.00%
2007	12.46%	0.00%
2006	9.95%	0.00%
2005	10.57%	0.00%
2004	13.83%	0.00%
2003	10.26%	0.00%
2002	4.25%	0.00%