JHMB vs GHYG

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

5-Year PerformanceGHYG has outperformed JHMB, delivering a return of +3.3% compared to +1.5%

JHMB vs GHYG - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

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

Net Assets

JHMB

$200M

Winner

GHYG

$201M

Expense Ratio

Winner

JHMB

0.39%

GHYG

0.40%

Max Drawdown

Winner

JHMB

19.46%

GHYG

34.19%

Sharpe Ratio

Winner

JHMB

0.56

GHYG

0.42

5Y Beta

Winner

JHMB

0.00

GHYG

0.20

5Y Dividends CAGR

JHMB

N/A

GHYG

4.40%

JHMB vs GHYG - Historical Returns

Returns include dividend reinvestment.

Period	JHMB	GHYG
1 month	+1.41%	+1.31%
3 months	+0.33%	+2.25%
6 months	+0.85%	+1.42%
1 year	+6.66%	+5.64%
5 years(CAGR)	+1.55%	+3.33%
10 years(CAGR)	N/A	+4.89%
Max(CAGR)	+1.55%	+4.59%

Winner

JHMB

+1.41%

GHYG

+1.31%

JHMB

+0.33%

Winner

GHYG

+2.25%

JHMB

+0.85%

Winner

GHYG

+1.42%

Winner

JHMB

+6.66%

GHYG

+5.64%

5Y(CAGR)

JHMB

+1.55%

Winner

GHYG

+3.33%

10Y(CAGR)

JHMB

N/A

GHYG

+4.89%

Max(CAGR)

JHMB

+1.55%

Winner

GHYG

+4.59%

JHMB vs GHYG - Annual Returns (2012 - 2026)

Returns include dividend reinvestment.

Year	JHMB	GHYG
2026	+1.10%	+0.93%
2025	+8.41%	+11.24%
2024	+3.95%	+6.38%
2023	+7.54%	+13.31%
2022	-10.14%	-11.97%
2021	-0.79%	+1.85%
2020	N/A	+6.35%
2019	N/A	+14.32%
2018	N/A	-4.23%
2017	N/A	+8.65%
2016	N/A	+13.79%
2015	N/A	-6.46%
2014	N/A	-2.17%
2013	N/A	+7.28%
2012	N/A	+10.21%

JHMB vs GHYG Drawdown Comparison

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

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

The current JHMB drawdown is -1.24%. The current GHYG drawdown is -0.41%.

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

Correlation

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

0.95

-101

Dividend Comparison (2012 - 2026)

JHMB vs GHYG dividend yield comparison.

Year	JHMB	GHYG
2026	1.64%	2.54%
2025	4.48%	6.03%
2024	4.88%	6.11%
2023	4.04%	5.60%
2022	4.17%	4.64%
2021	0.98%	4.57%
2020	0.00%	4.36%
2019	0.00%	4.61%
2018	0.00%	5.62%
2017	0.00%	4.60%
2016	0.00%	4.61%
2015	0.00%	4.79%
2014	0.00%	5.73%
2013	0.00%	5.52%
2012	0.00%	4.38%