EFAV vs JHMM
Comparison between ISHARES MSCI EAFE MIN VOL FACTOR ETF (EFAV, ETF) and JOHN HANCOCK MULTIFACTOR MID CAP ETF (JHMM, ETF).
5-Year PerformanceJHMM has outperformed EFAV, delivering a return of +8.7% compared to +7.4%
EFAV vs JHMM - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
EFAV
$5.40B
JHMM
$5.40B
Expense Ratio
Winner
EFAV
0.20%
JHMM
0.41%
Max Drawdown
Winner
EFAV
29.26%
JHMM
40.71%
Sharpe Ratio
EFAV
0.95
Winner
JHMM
1.41
5Y Beta
Winner
EFAV
0.31
JHMM
0.92
P/E Ratio
EFAV
N/A
JHMM
26.35
Forward P/E
EFAV
N/A
JHMM
16.45
5Y Dividends CAGR
EFAV
5.97%
Winner
JHMM
6.38%
5Y EPS CAGR
EFAV
N/A
JHMM
13.55%
Debt to Equity
EFAV
N/A
JHMM
26.36%
P/S Ratio
EFAV
N/A
JHMM
1.66
P/B Ratio
EFAV
N/A
JHMM
2.91
EFAV vs JHMM - Holdings Comparison
EFAV and JHMM have 1 common holdings. Overlap is -0.02%
EFAV's top 25 holdings weight is 29.64%. JHMM's top 25 holdings weight is 11.31%.
| Rank | EFAV | JHMM |
|---|---|---|
| #1 | ENI SPA (n/a) - 1.68% | MONOLITHIC POWER SYSTEMS INC (MPWR) - 0.61% |
| #2 | TOTALENERGIES SE (TTE:XPAR) - 1.67% | COMFORT SYSTEMS USA INC (FIX) - 0.59% |
| #3 | EQUINOR ASA (n/a) - 1.57% | KEYSIGHT TECHNOLOGIES INC (KEYS) - 0.59% |
| #4 | SHELL PLC (n/a) - 1.55% | CIENA CORP (CIEN) - 0.54% |
| #5 | IBERDROLA SA (n/a) - 1.51% | COHERENT CORP (COHR) - 0.53% |
| #6 | DBS GROUP HOLDINGS LTD (n/a) - 1.47% | FLEX LTD (FLEX) - 0.51% |
| #7 | ORANGE SA (n/a) - 1.43% | TARGA RESOURCES CORP (TRGP) - 0.50% |
| #8 | SWISSCOM AG (n/a) - 1.42% | ENTERGY CORP (ETR) - 0.48% |
| #9 | TAKEDA PHARMACEUTICAL CO LTD (n/a) - 1.40% | AMETEK INC (AME) - 0.47% |
| #10 | NOVARTIS AG REGISTERED SHARES (n/a) - 1.37% | EBAY INC (EBAY) - 0.45% |
| #11 | ZURICH INSURANCE GROUP AG (n/a) - 1.34% | THE HARTFORD INSURANCE GROUP INC (HIG) - 0.45% |
| #12 | SECOM CO LTD (n/a) - 1.34% | TERADYNE INC (TER) - 0.43% |
| #13 | BOC HONG KONG HOLDINGS LTD (n/a) - 1.28% | LUMENTUM HOLDINGS INC (LITE) - 0.43% |
| #14 | KONINKLIJKE AHOLD DELHAIZE NV (n/a) - 1.24% | FIFTH THIRD BANCORP (FITB) - 0.43% |
| #15 | SAMPO OYJ CLASS A (n/a) - 1.15% | WESTINGHOUSE AIR BRAKE TECHNOLOGIES CORP (WAB) - 0.41% |
| #16 | UNILEVER PLC (n/a) - 1.14% | CHENIERE ENERGY INC (LNG) - 0.41% |
| #17 | SWISS PRIME SITE AG (n/a) - 1.08% | STATE STREET CORP (STT) - 0.41% |
| #18 | SOFTBANK CORP (n/a) - 1.07% | ROCKWELL AUTOMATION INC (ROK) - 0.40% |
| #19 | NESTLE SA (n/a) - 1.06% | HEWLETT PACKARD ENTERPRISE CO (HPE) - 0.40% |
| #20 | BANK HAPOALIM BM (n/a) - 1.05% | EMCOR GROUP INC (EME) - 0.40% |
| #21 | DEUTSCHE BOERSE AG (n/a) - 0.58% | JABIL INC (JBL) - 0.39% |
| #22 | HKT TRUST AND HKT LTD (n/a) - 0.57% | STEEL DYNAMICS INC (STLD) - 0.38% |
| #23 | SNAM SPA (n/a) - 0.57% | CARDINAL HEALTH INC (CAH) - 0.38% |
| #24 | MITSUBISHI CORP (n/a) - 0.55% | UNITED THERAPEUTICS CORP (UTHR) - 0.36% |
| #25 | COMPASS GROUP PLC (n/a) - 0.55% | TECHNIPFMC PLC (FTI) - 0.36% |
| Total Holdings | 229 | 667 |
EFAV vs JHMM - Historical Returns
Returns include dividend reinvestment.
1M
EFAV
-2.56%
Winner
JHMM
+2.24%
3M
EFAV
-2.81%
Winner
JHMM
+3.17%
6M
EFAV
+6.56%
Winner
JHMM
+10.93%
1Y
EFAV
+15.60%
Winner
JHMM
+21.87%
5Y(CAGR)
EFAV
+7.39%
Winner
JHMM
+8.74%
10Y(CAGR)
EFAV
+6.20%
Winner
JHMM
+11.91%
Max(CAGR)
EFAV
+7.04%
Winner
JHMM
+11.98%
EFAV vs JHMM - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | EFAV | JHMM |
|---|---|---|
| 2026 | +5.04% | +8.44% |
| 2025 | +26.40% | +10.80% |
| 2024 | +6.07% | +15.10% |
| 2023 | +11.62% | +15.01% |
| 2022 | -14.94% | -15.03% |
| 2021 | +6.72% | +26.47% |
| 2020 | -0.48% | +15.77% |
| 2019 | +16.95% | +30.40% |
| 2018 | -6.14% | -10.41% |
| 2017 | +22.12% | +19.29% |
| 2016 | -0.60% | +16.32% |
| 2015 | +8.41% | +6.08% |
| 2014 | +5.21% | N/A |
| 2013 | +14.45% | N/A |
| 2012 | +9.64% | N/A |
| 2011 | -0.77% | N/A |
EFAV vs JHMM Drawdown Comparison
The maximum drawdown for EFAV was -27.56%, occurring on Mar 23, 2020. Recovery took 246 trading sessions.
The maximum drawdown for JHMM was -40.71%, occurring on Mar 23, 2020. Recovery took 163 trading sessions.
The current EFAV drawdown is -4.05%. The current JHMM drawdown is -1.52%.
| Rank | EFAV | JHMM |
|---|---|---|
| #1 | -27.56% Jan 17, 2020 - Jan 8, 2021 | -40.71% Feb 20, 2020 - Oct 12, 2020 |
| #2 | -27.44% Sep 3, 2021 - Jul 31, 2024 | -24.10% Nov 16, 2021 - Mar 1, 2024 |
| #3 | -12.25% Jan 26, 2018 - Jun 20, 2019 | -21.87% Nov 25, 2024 - Aug 22, 2025 |
| #4 | -11.29% May 15, 2015 - Apr 18, 2016 | -21.79% Aug 29, 2018 - Apr 30, 2019 |
| #5 | -10.22% Sep 6, 2016 - Apr 24, 2017 | -15.58% Dec 1, 2015 - Apr 27, 2016 |
| #6 | -10.19% May 8, 2013 - Oct 17, 2013 | -9.29% Jan 26, 2018 - Aug 7, 2018 |
| #7 | -9.86% Apr 2, 2012 - Aug 3, 2012 | -8.64% Feb 26, 2026 - Apr 17, 2026 |
| #8 | -9.83% Oct 27, 2011 - Mar 1, 2012 | -7.10% Jun 8, 2016 - Jul 11, 2016 |
| #9 | -8.65% Sep 16, 2024 - Mar 3, 2025 | -6.81% Mar 28, 2024 - Jul 16, 2024 |
| #10 | -8.49% Jul 3, 2014 - Feb 5, 2015 | -6.81% May 3, 2019 - Jun 20, 2019 |
| #11 | -7.49% Mar 19, 2025 - Apr 15, 2025 | -6.75% Jul 26, 2019 - Oct 30, 2019 |
| #12 | -7.29% Apr 19, 2016 - Aug 11, 2016 | -6.53% Jul 16, 2024 - Aug 23, 2024 |
| #13 | -6.46% Feb 27, 2026 - Mar 20, 2026 | -5.76% Oct 12, 2020 - Nov 5, 2020 |
| #14 | -5.21% Oct 22, 2013 - Feb 18, 2014 | -5.39% Oct 27, 2025 - Nov 28, 2025 |
| #15 | -5.03% Jan 8, 2021 - Apr 15, 2021 | -5.29% Sep 7, 2016 - Nov 14, 2016 |
Correlation
Correlation between EFAV and JHMM is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.
0.91
-101
Dividend Comparison (2011 - 2025)
EFAV vs JHMM dividend yield comparison.
| Year | EFAV | JHMM |
|---|---|---|
| 2025 | 3.20% | 0.98% |
| 2024 | 3.24% | 1.01% |
| 2023 | 3.08% | 1.17% |
| 2022 | 2.53% | 1.16% |
| 2021 | 2.47% | 0.72% |
| 2020 | 1.33% | 1.04% |
| 2019 | 4.19% | 1.02% |
| 2018 | 3.34% | 1.36% |
| 2017 | 2.45% | 0.90% |
| 2016 | 3.94% | 1.15% |
| 2015 | 2.49% | 0.33% |
| 2014 | 3.57% | 0.00% |
| 2013 | 2.53% | 0.00% |
| 2012 | 1.97% | 0.00% |
| 2011 | 0.46% | 0.00% |
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