JHMD vs CHI

Comparison between JOHN HANCOCK MULTIFACTOR DEVELOPED INTERNATIONAL ETF (JHMD, ETF) and Calamos Convertible Opportunities and Income Fund (CHI, ETF).

5-Year PerformanceJHMD has outperformed CHI, delivering a return of +9.6% compared to +6.3%

JHMD vs CHI - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHMD(ETF)	CHI(ETF)
Net Assets	$963M	$962M
Expense Ratio	0.39%	N/A
Max Drawdown	38.87%	73.29%
Sharpe Ratio	1.08	1.63
5Y Beta	0.70	0.78
5Y Dividends CAGR	17.96%	3.01%

Net Assets

Winner

JHMD

$963M

CHI

$962M

Expense Ratio

JHMD

0.39%

CHI

N/A

Max Drawdown

Winner

JHMD

38.87%

CHI

73.29%

Sharpe Ratio

JHMD

1.08

Winner

CHI

1.63

5Y Beta

Winner

JHMD

0.70

CHI

0.78

5Y Dividends CAGR

Winner

JHMD

17.96%

CHI

3.01%

JHMD vs CHI - Historical Returns

Returns include dividend reinvestment.

Period	JHMD	CHI
1 month	+4.14%	+2.07%
3 months	+5.23%	+5.16%
6 months	+3.73%	+17.32%
1 year	+20.95%	+36.53%
5 years(CAGR)	+9.62%	+6.28%
10 years(CAGR)	+9.73%	+12.18%
Max(CAGR)	+9.73%	+9.87%

Winner

JHMD

+4.14%

CHI

+2.07%

Winner

JHMD

+5.23%

CHI

+5.16%

JHMD

+3.73%

Winner

CHI

+17.32%

JHMD

+20.95%

Winner

CHI

+36.53%

5Y(CAGR)

Winner

JHMD

+9.62%

CHI

+6.28%

10Y(CAGR)

JHMD

+9.73%

Winner

CHI

+12.18%

Max(CAGR)

JHMD

+9.73%

Winner

CHI

+9.87%

JHMD vs CHI - Annual Returns (2002 - 2026)

Returns include dividend reinvestment.

Year	JHMD	CHI
2026	+12.71%	+27.57%
2025	+34.39%	-0.88%
2024	+2.83%	+28.20%
2023	+18.73%	+8.22%
2022	-14.50%	-23.06%
2021	+11.56%	+22.30%
2020	+5.81%	+33.28%
2019	+20.13%	+31.79%
2018	-14.92%	-11.22%
2017	+24.96%	+20.10%
2016	+0.56%	+13.28%
2015	N/A	-15.64%
2014	N/A	+5.01%
2013	N/A	+19.38%
2012	N/A	+13.81%
2011	N/A	-6.66%
2010	N/A	+16.17%
2009	N/A	+54.80%
2008	N/A	-35.94%
2007	N/A	-19.79%
2006	N/A	+12.07%
2005	N/A	+5.58%
2004	N/A	+14.56%
2003	N/A	+47.19%
2002	N/A	+11.61%

JHMD vs CHI Drawdown Comparison

The maximum drawdown for JHMD was -35.66%, occurring on Mar 23, 2020. Recovery took 719 trading sessions.

The maximum drawdown for CHI was -64.58%, occurring on Nov 21, 2008. Recovery took 956 trading sessions.

The current JHMD drawdown is -0.82%. The current CHI drawdown is -3.68%.

Rank	JHMD	CHI
#1	-35.66% Jan 26, 2018 - Dec 3, 2020	-64.58% Jun 11, 2007 - Mar 25, 2011
#2	-29.39% Sep 3, 2021 - Dec 27, 2023	-49.56% Feb 19, 2020 - Aug 3, 2020
#3	-13.38% Mar 19, 2025 - Apr 28, 2025	-35.99% Nov 15, 2021 - Nov 20, 2024
#4	-11.23% Feb 25, 2026 - Jul 6, 2026	-33.85% Sep 14, 2018 - Feb 6, 2020
#5	-10.39% Sep 26, 2024 - Mar 5, 2025	-32.90% May 18, 2015 - Feb 8, 2017
#6	-7.51% Jul 12, 2024 - Aug 21, 2024	-27.52% Dec 30, 2024 - Oct 27, 2025
#7	-5.36% Jun 15, 2021 - Aug 13, 2021	-21.84% Jan 20, 2004 - Sep 10, 2004
#8	-5.20% Nov 12, 2025 - Dec 10, 2025	-18.00% Jun 3, 2011 - Feb 9, 2012
#9	-5.13% Mar 27, 2024 - May 14, 2024	-14.88% Feb 9, 2005 - Jul 28, 2005
#10	-4.42% Jan 8, 2021 - Feb 11, 2021	-12.89% Sep 13, 2002 - Nov 13, 2002
#11	-4.22% Jul 23, 2025 - Aug 12, 2025	-10.71% Feb 13, 2026 - Apr 8, 2026
#12	-4.04% May 15, 2024 - Jul 12, 2024	-10.47% May 21, 2013 - Oct 17, 2013
#13	-3.53% Aug 29, 2024 - Sep 19, 2024	-10.14% Jun 30, 2026 - Aug 12, 2026
#14	-3.31% Feb 16, 2021 - Mar 17, 2021	-9.73% Sep 2, 2014 - Feb 25, 2015
#15	-3.10% Oct 6, 2025 - Oct 20, 2025	-9.31% Sep 1, 2020 - Oct 12, 2020

Correlation

Correlation between JHMD and CHI is 0.91 which considered as a very strong positive correlation - the stocks move almost identically together.

0.91

-101

Dividend Comparison (2002 - 2026)

JHMD vs CHI dividend yield comparison.

Year	JHMD	CHI
2026	1.66%	5.19%
2025	3.19%	10.88%
2024	3.55%	9.55%
2023	3.01%	11.00%
2022	2.85%	10.85%
2021	3.22%	7.54%
2020	1.89%	6.75%
2019	3.19%	8.49%
2018	2.09%	12.19%
2017	2.27%	10.19%
2016	0.00%	11.30%
2015	0.00%	11.50%
2014	0.00%	8.88%
2013	0.00%	8.60%
2012	0.00%	9.55%
2011	0.00%	10.12%
2010	0.00%	8.65%
2009	0.00%	9.25%
2008	0.00%	18.64%
2007	0.00%	12.46%
2006	0.00%	9.95%
2005	0.00%	10.57%
2004	0.00%	13.83%
2003	0.00%	10.26%
2002	0.00%	4.25%