HEQ vs MVFG
Comparison between John Hancock Hedged equity & Income Fund (HEQ, ETF) and MONARCH VOLUME FACTOR GLOBAL UNCONSTRAINED INDEX ETF (MVFG, ETF).
HEQ vs MVFG - Performance Comparison
Key Characteristics
Financial metrics and valuation ratios
Net Assets
HEQ
$152M
Winner
MVFG
$152M
Expense Ratio
HEQ
N/A
MVFG
1.42%
Max Drawdown
HEQ
59.66%
Winner
MVFG
15.34%
Sharpe Ratio
Winner
HEQ
1.57
MVFG
1.12
5Y Beta
Winner
HEQ
0.53
MVFG
0.58
5Y Dividends CAGR
HEQ
0.06%
MVFG
N/A
HEQ vs MVFG - Historical Returns
Returns include dividend reinvestment.
1M
Winner
HEQ
+1.91%
MVFG
+0.13%
3M
Winner
HEQ
+6.28%
MVFG
+2.44%
6M
Winner
HEQ
+10.72%
MVFG
+10.18%
1Y
HEQ
+22.29%
Winner
MVFG
+25.78%
5Y(CAGR)
HEQ
+7.69%
MVFG
N/A
10Y(CAGR)
HEQ
+7.47%
MVFG
N/A
Max(CAGR)
HEQ
+5.95%
Winner
MVFG
+16.30%
HEQ vs MVFG - Annual Returns (2011 - 2026)
Returns include dividend reinvestment.
| Year | HEQ | MVFG |
|---|---|---|
| 2026 | +11.41% | +6.81% |
| 2025 | +14.87% | +21.49% |
| 2024 | +11.63% | +5.34% |
| 2023 | -4.59% | N/A |
| 2022 | -2.97% | N/A |
| 2021 | +26.11% | N/A |
| 2020 | -13.94% | N/A |
| 2019 | +25.50% | N/A |
| 2018 | -18.15% | N/A |
| 2017 | +21.02% | N/A |
| 2016 | +21.17% | N/A |
| 2015 | -2.20% | N/A |
| 2014 | +5.02% | N/A |
| 2013 | +17.83% | N/A |
| 2012 | +10.48% | N/A |
| 2011 | -23.41% | N/A |
HEQ vs MVFG Drawdown Comparison
The maximum drawdown for HEQ was -44.30%, occurring on Mar 23, 2020. Recovery took 365 trading sessions.
The maximum drawdown for MVFG was -15.34%, occurring on Nov 20, 2025. Recovery took 55 trading sessions.
The current HEQ drawdown is -1.59%. The current MVFG drawdown is -2.53%.
| Rank | HEQ | MVFG |
|---|---|---|
| #1 | -44.30% Jan 15, 2020 - Jun 28, 2021 | -15.34% Oct 15, 2025 - Jan 5, 2026 |
| #2 | -32.38% Jul 8, 2011 - Sep 18, 2013 | -12.19% Dec 9, 2024 - Jun 2, 2025 |
| #3 | -26.16% May 11, 2018 - Dec 16, 2019 | -9.54% Feb 25, 2026 - May 6, 2026 |
| #4 | -25.35% May 25, 2022 - Jun 11, 2025 | -7.68% Jul 16, 2024 - Sep 19, 2024 |
| #5 | -21.69% Jul 24, 2014 - Aug 11, 2016 | -4.57% Mar 28, 2024 - May 14, 2024 |
| #6 | -7.91% Jan 2, 2018 - May 1, 2018 | -4.35% Jul 23, 2025 - Aug 12, 2025 |
| #7 | -7.73% Jul 14, 2021 - Jan 7, 2022 | -3.96% Oct 8, 2025 - Oct 13, 2025 |
| #8 | -7.33% Oct 3, 2016 - Dec 22, 2016 | -3.09% Oct 18, 2024 - Nov 7, 2024 |
| #9 | -7.12% Apr 18, 2022 - May 20, 2022 | -2.86% Nov 7, 2024 - Nov 27, 2024 |
| #10 | -7.00% Jan 14, 2022 - Mar 29, 2022 | -2.53% Jun 2, 2026 - Jun 5, 2026 |
| #11 | -6.91% Feb 25, 2026 - Apr 14, 2026 | -2.41% May 6, 2026 - May 26, 2026 |
| #12 | -6.04% Oct 20, 2017 - Dec 19, 2017 | -2.23% Jan 27, 2026 - Feb 6, 2026 |
| #13 | -5.98% Jul 31, 2017 - Sep 22, 2017 | -1.69% Jun 12, 2025 - Jun 26, 2025 |
| #14 | -4.53% Sep 7, 2016 - Oct 3, 2016 | -1.57% May 21, 2024 - Jun 5, 2024 |
| #15 | -4.51% Jan 22, 2014 - Feb 28, 2014 | -1.45% Feb 11, 2026 - Feb 20, 2026 |
Correlation
Correlation between HEQ and MVFG is 0.96 which considered as a very strong positive correlation - the stocks move almost identically together.
0.96
-101
Dividend Comparison (2011 - 2026)
HEQ vs MVFG dividend yield comparison.
| Year | HEQ | MVFG |
|---|---|---|
| 2026 | 2.13% | 0.23% |
| 2025 | 9.30% | 1.90% |
| 2024 | 9.79% | 1.67% |
| 2023 | 10.75% | 0.00% |
| 2022 | 10.09% | 0.00% |
| 2021 | 8.92% | 0.00% |
| 2020 | 11.64% | 0.00% |
| 2019 | 10.09% | 0.00% |
| 2018 | 11.50% | 0.00% |
| 2017 | 10.44% | 0.00% |
| 2016 | 9.57% | 0.00% |
| 2015 | 10.40% | 0.00% |
| 2014 | 9.22% | 0.00% |
| 2013 | 7.88% | 0.00% |
| 2012 | 8.54% | 0.00% |
| 2011 | 4.57% | 0.00% |
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