GHYG vs JHMB

Comparison between ISHARES US & INTL HIGH YIELD CORP BOND ETF (GHYG, ETF) and JOHN HANCOCK MORTGAGE-BACKED SECURITIES ETF (JHMB, ETF).

5-Year PerformanceGHYG has outperformed JHMB, delivering a return of +3.3% compared to +1.4%

GHYG vs JHMB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	GHYG(ETF)	JHMB(ETF)
Net Assets	$201M	$200M
Expense Ratio	0.40%	0.39%
Max Drawdown	34.19%	19.46%
Sharpe Ratio	0.42	0.56
5Y Beta	0.20	0.00
5Y Dividends CAGR	4.40%	N/A

Net Assets

Winner

GHYG

$201M

JHMB

$200M

Expense Ratio

GHYG

0.40%

Winner

JHMB

0.39%

Max Drawdown

GHYG

34.19%

Winner

JHMB

19.46%

Sharpe Ratio

GHYG

0.42

Winner

JHMB

0.56

5Y Beta

GHYG

0.20

Winner

JHMB

0.00

5Y Dividends CAGR

GHYG

4.40%

JHMB

N/A

GHYG vs JHMB - Historical Returns

Returns include dividend reinvestment.

Period	GHYG	JHMB
1 month	+0.59%	+1.13%
3 months	+1.34%	-0.22%
6 months	+0.93%	+0.73%
1 year	+5.61%	+5.79%
5 years(CAGR)	+3.35%	+1.45%
10 years(CAGR)	+4.84%	N/A
Max(CAGR)	+4.55%	+1.45%

GHYG

+0.59%

Winner

JHMB

+1.13%

Winner

GHYG

+1.34%

JHMB

-0.22%

Winner

GHYG

+0.93%

JHMB

+0.73%

GHYG

+5.61%

Winner

JHMB

+5.79%

5Y(CAGR)

Winner

GHYG

+3.35%

JHMB

+1.45%

10Y(CAGR)

GHYG

+4.84%

JHMB

N/A

Max(CAGR)

Winner

GHYG

+4.55%

JHMB

+1.45%

GHYG vs JHMB - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	GHYG	JHMB
2026	+0.40%	+0.64%
2025	+11.24%	+8.41%
2024	+6.38%	+3.95%
2023	+13.31%	+7.54%
2022	-11.97%	-10.14%
2021	+1.85%	-0.79%
2020	+6.35%	N/A
2019	+14.32%	N/A
2018	-4.23%	N/A
2017	+8.65%	N/A
2016	+13.79%	N/A
2015	-6.46%	N/A
2014	-2.17%	N/A
2013	+7.28%	N/A
2012	+10.21%	N/A

GHYG vs JHMB Drawdown Comparison

The maximum drawdown for GHYG was -27.37%, occurring on Mar 23, 2020. Recovery took 141 trading sessions.

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

The current GHYG drawdown is -0.93%. The current JHMB drawdown is -1.68%.

Rank	GHYG	JHMB
#1	-27.37% Jan 15, 2020 - Aug 6, 2020	-14.53% Sep 22, 2021 - Aug 5, 2024
#2	-20.44% Sep 15, 2021 - Jun 5, 2024	-5.42% Sep 16, 2024 - Apr 4, 2025
#3	-15.53% Jul 1, 2014 - Jan 4, 2017	-3.47% Apr 4, 2025 - Aug 4, 2025
#4	-7.88% Jan 26, 2018 - Feb 27, 2019	-3.01% Feb 27, 2026 - May 19, 2026
#5	-5.68% May 14, 2013 - Oct 17, 2013	-1.18% Aug 5, 2024 - Aug 21, 2024
#6	-4.70% May 1, 2012 - Aug 1, 2012	-0.89% Sep 15, 2025 - Oct 13, 2025
#7	-4.15% Mar 19, 2025 - Apr 23, 2025	-0.88% Oct 24, 2025 - Nov 26, 2025
#8	-3.84% Jan 27, 2026 - Mar 27, 2026	-0.67% Jan 14, 2026 - Jan 23, 2026
#9	-3.07% Sep 1, 2020 - Oct 12, 2020	-0.63% Nov 26, 2025 - Dec 16, 2025
#10	-2.67% Apr 29, 2021 - May 7, 2021	-0.61% Jan 23, 2026 - Feb 10, 2026
#11	-2.49% Sep 26, 2024 - Feb 5, 2025	-0.46% Aug 5, 2025 - Aug 22, 2025
#12	-2.14% Oct 12, 2020 - Nov 5, 2020	-0.42% Aug 23, 2024 - Sep 4, 2024
#13	-2.10% Apr 23, 2019 - Jun 19, 2019	-0.41% Dec 30, 2025 - Jan 9, 2026
#14	-1.97% Sep 14, 2012 - Oct 17, 2012	-0.34% Dec 16, 2025 - Dec 26, 2025
#15	-1.96% Oct 18, 2012 - Dec 4, 2012	-0.31% Aug 21, 2024 - Aug 23, 2024

Correlation

Correlation between GHYG and JHMB is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95

-101

Dividend Comparison (2012 - 2026)

GHYG vs JHMB dividend yield comparison.

Year	GHYG	JHMB
2026	2.55%	1.64%
2025	6.03%	4.48%
2024	6.11%	4.88%
2023	5.60%	4.04%
2022	4.64%	4.17%
2021	4.57%	0.98%
2020	4.36%	0.00%
2019	4.61%	0.00%
2018	5.62%	0.00%
2017	4.60%	0.00%
2016	4.61%	0.00%
2015	4.79%	0.00%
2014	5.73%	0.00%
2013	5.52%	0.00%
2012	4.38%	0.00%