GSG vs JHML
Comparison between iShares S&P GSCI Commodity-Indexed Trust (GSG, ETF) and JOHN HANCOCK MULTIFACTOR LARGE CAP ETF (JHML, ETF).
5-Year PerformanceGSG has outperformed JHML, delivering a return of +14.8% compared to +11.5%
GSG vs JHML - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
GSG vs JHML - Historical Returns
Returns include dividend reinvestment.
GSG vs JHML - Annual Returns (2006 - 2026)
Returns include dividend reinvestment.
| Year | GSG | JHML |
|---|---|---|
| 2026 | +36.93% | +9.07% |
| 2025 | +4.87% | +16.16% |
| 2024 | +9.67% | +20.27% |
| 2023 | -2.53% | +21.56% |
| 2022 | +23.57% | -16.13% |
| 2021 | +39.79% | +28.85% |
| 2020 | -24.31% | +16.13% |
| 2019 | +15.05% | +31.19% |
| 2018 | -14.36% | -6.88% |
| 2017 | +5.58% | +20.69% |
| 2016 | +10.98% | +14.89% |
| 2015 | -32.94% | +6.38% |
| 2014 | -31.19% | N/A |
| 2013 | -2.13% | N/A |
| 2012 | -4.01% | N/A |
| 2011 | -3.96% | N/A |
| 2010 | +4.28% | N/A |
| 2009 | +7.46% | N/A |
| 2008 | -47.66% | N/A |
| 2007 | +37.34% | N/A |
| 2006 | -18.64% | N/A |
GSG vs JHML Drawdown Comparison
The maximum drawdown for GSG was -89.62%, occurring on Apr 28, 2020. This drawdown has not yet recovered.
The maximum drawdown for JHML was -36.13%, occurring on Mar 23, 2020. Recovery took 132 trading sessions.
The current GSG drawdown is -58.64%. The current JHML drawdown is -2.32%.
| Rank | GSG | JHML |
|---|---|---|
| #1 | -89.62% Jul 2, 2008 - Apr 28, 2020 | -36.13% Feb 19, 2020 - Aug 26, 2020 |
| #2 | -30.43% Aug 2, 2006 - Nov 2, 2007 | -23.46% Jan 4, 2022 - Dec 14, 2023 |
| #3 | -9.48% Mar 13, 2008 - Apr 15, 2008 | -19.78% Sep 21, 2018 - Apr 12, 2019 |
| #4 | -8.78% Jan 2, 2008 - Feb 14, 2008 | -18.20% Feb 19, 2025 - Jun 27, 2025 |
| #5 | -7.74% Nov 20, 2007 - Dec 26, 2007 | -13.78% Nov 3, 2015 - Apr 18, 2016 |
| #6 | -6.56% May 21, 2008 - Jun 6, 2008 | -9.80% Jan 26, 2018 - Aug 20, 2018 |
| #7 | -5.02% Apr 28, 2008 - May 5, 2008 | -8.55% Sep 2, 2020 - Oct 12, 2020 |
| #8 | -4.51% Nov 2, 2007 - Nov 20, 2007 | -7.95% Feb 9, 2026 - Apr 14, 2026 |
| #9 | -3.32% Jun 6, 2008 - Jun 12, 2008 | -7.56% Jul 16, 2024 - Aug 30, 2024 |
| #10 | -2.65% Jun 18, 2008 - Jun 26, 2008 | -6.90% Oct 12, 2020 - Nov 9, 2020 |
| #11 | -2.40% Mar 3, 2008 - Mar 5, 2008 | -6.58% May 3, 2019 - Jun 20, 2019 |
| #12 | -2.21% Apr 22, 2008 - Apr 28, 2008 | -6.29% Jul 26, 2019 - Oct 25, 2019 |
| #13 | -1.71% Feb 26, 2008 - Feb 28, 2008 | -5.90% Jun 8, 2016 - Jul 8, 2016 |
| #14 | -1.27% Feb 28, 2008 - Mar 3, 2008 | -5.57% Mar 28, 2024 - May 15, 2024 |
| #15 | -1.21% Jun 12, 2008 - Jun 18, 2008 | -5.27% Dec 4, 2024 - Feb 19, 2025 |
Correlation
Correlation between GSG and JHML is 0.79 which considered as a strong positive correlation - the stocks tend to move together.
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