FNK vs JHMB

Comparison between FIRST TRUST MID CAP VALUE ALPHADEX FUND (FNK, ETF) and JOHN HANCOCK MORTGAGE-BACKED SECURITIES ETF (JHMB, ETF).

5-Year PerformanceFNK has outperformed JHMB, delivering a return of +7.0% compared to +1.4%

FNK vs JHMB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FNK(ETF)	JHMB(ETF)
Net Assets	$217M	$216M
Expense Ratio	0.74%	0.39%
Max Drawdown	52.09%	19.46%
Sharpe Ratio	1.08	0.54
5Y Beta	0.89	0.00
P/E Ratio	12.56	N/A
Forward P/E	11.37	N/A
5Y Dividends CAGR	12.27%	N/A
5Y EPS CAGR	13.68%	N/A
Debt to Equity	66.39%	N/A
P/S Ratio	0.89	N/A
P/B Ratio	1.46	N/A

Net Assets

Winner

FNK

$217M

JHMB

$216M

Expense Ratio

FNK

0.74%

Winner

JHMB

0.39%

Max Drawdown

FNK

52.09%

Winner

JHMB

19.46%

Sharpe Ratio

Winner

FNK

1.08

JHMB

0.54

5Y Beta

FNK

0.89

Winner

JHMB

0.00

P/E Ratio

FNK

12.56

JHMB

N/A

Forward P/E

FNK

11.37

JHMB

N/A

5Y Dividends CAGR

FNK

12.27%

JHMB

N/A

5Y EPS CAGR

FNK

13.68%

JHMB

N/A

Debt to Equity

FNK

66.39%

JHMB

N/A

P/S Ratio

FNK

0.89

JHMB

N/A

P/B Ratio

FNK

1.46

JHMB

N/A

FNK vs JHMB - Historical Returns

Returns include dividend reinvestment.

Period	FNK	JHMB
1 month	-0.04%	-0.11%
3 months	+2.10%	-1.04%
6 months	+8.12%	+0.43%
1 year	+21.35%	+5.80%
5 years(CAGR)	+7.04%	+1.36%
10 years(CAGR)	+9.20%	N/A
Max(CAGR)	+8.99%	+1.36%

Winner

FNK

-0.04%

JHMB

-0.11%

Winner

FNK

+2.10%

JHMB

-1.04%

Winner

FNK

+8.12%

JHMB

+0.43%

Winner

FNK

+21.35%

JHMB

+5.80%

5Y(CAGR)

Winner

FNK

+7.04%

JHMB

+1.36%

10Y(CAGR)

FNK

+9.20%

JHMB

N/A

Max(CAGR)

Winner

FNK

+8.99%

JHMB

+1.36%

FNK vs JHMB - Annual Returns (2011 - 2026)

Returns include dividend reinvestment.

Year	FNK	JHMB
2026	+6.60%	+0.18%
2025	+5.90%	+8.41%
2024	+6.75%	+3.95%
2023	+20.79%	+7.54%
2022	-7.60%	-10.14%
2021	+35.96%	-0.79%
2020	+1.89%	N/A
2019	+20.40%	N/A
2018	-15.00%	N/A
2017	+10.86%	N/A
2016	+27.61%	N/A
2015	-12.75%	N/A
2014	+7.20%	N/A
2013	+34.14%	N/A
2012	+15.34%	N/A
2011	-7.39%	N/A

FNK vs JHMB Drawdown Comparison

The maximum drawdown for FNK was -50.70%, occurring on Mar 23, 2020. Recovery took 598 trading sessions.

The maximum drawdown for JHMB was -14.53%, occurring on Oct 24, 2022. Recovery took 720 trading sessions.

The current FNK drawdown is -1.79%. The current JHMB drawdown is -2.13%.

Rank	FNK	JHMB
#1	-50.70% Aug 21, 2018 - Jan 6, 2021	-14.53% Sep 22, 2021 - Aug 5, 2024
#2	-27.38% Apr 15, 2015 - Nov 17, 2016	-5.42% Sep 16, 2024 - Apr 4, 2025
#3	-26.21% Jul 7, 2011 - Feb 3, 2012	-3.47% Apr 4, 2025 - Aug 4, 2025
#4	-25.16% Nov 25, 2024 - Jan 6, 2026	-3.01% Feb 27, 2026 - May 19, 2026
#5	-20.40% Jan 14, 2022 - Jan 27, 2023	-1.18% Aug 5, 2024 - Aug 21, 2024
#6	-17.79% Feb 2, 2023 - Dec 14, 2023	-0.89% Sep 15, 2025 - Oct 13, 2025
#7	-14.06% Mar 19, 2012 - Sep 14, 2012	-0.88% Oct 24, 2025 - Nov 26, 2025
#8	-13.01% Jul 1, 2014 - Apr 15, 2015	-0.67% Jan 14, 2026 - Jan 23, 2026
#9	-10.06% Jan 23, 2018 - Aug 20, 2018	-0.63% Nov 26, 2025 - Dec 16, 2025
#10	-9.48% Sep 14, 2012 - Dec 18, 2012	-0.61% Jan 23, 2026 - Feb 10, 2026
#11	-9.13% Feb 6, 2026 - Mar 20, 2026	-0.46% Aug 5, 2025 - Aug 22, 2025
#12	-8.86% Jul 31, 2024 - Nov 6, 2024	-0.42% Aug 23, 2024 - Sep 4, 2024
#13	-8.69% May 7, 2021 - Oct 19, 2021	-0.41% Dec 30, 2025 - Jan 9, 2026
#14	-8.00% Nov 16, 2021 - Jan 4, 2022	-0.34% Dec 16, 2025 - Dec 26, 2025
#15	-7.50% Mar 28, 2024 - Jul 16, 2024	-0.31% Aug 21, 2024 - Aug 23, 2024

Correlation

Correlation between FNK and JHMB is 0.81 which considered as a strong positive correlation - the stocks tend to move together.

0.81

-101

Dividend Comparison (2011 - 2026)

FNK vs JHMB dividend yield comparison.

Year	FNK	JHMB
2026	0.42%	1.65%
2025	1.53%	4.48%
2024	1.63%	4.88%
2023	1.76%	4.04%
2022	1.66%	4.17%
2021	1.27%	0.98%
2020	1.61%	0.00%
2019	1.82%	0.00%
2018	1.76%	0.00%
2017	1.40%	0.00%
2016	1.38%	0.00%
2015	1.45%	0.00%
2014	1.08%	0.00%
2013	0.77%	0.00%
2012	1.71%	0.00%
2011	0.59%	0.00%