JHMD vs NRK

Comparison between JOHN HANCOCK MULTIFACTOR DEVELOPED INTERNATIONAL ETF (JHMD, ETF) and Nuveen New York AMT-Free Quality Municipal Income Fund (NRK, ETF).

5-Year PerformanceJHMD has outperformed NRK, delivering a return of +9.0% compared to +0.3%

JHMD vs NRK - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHMD(ETF)	NRK(ETF)
Net Assets	$950M	$944M
Expense Ratio	0.39%	N/A
Max Drawdown	38.87%	46.37%
Sharpe Ratio	1.25	1.62
5Y Beta	0.71	0.15
5Y Dividends CAGR	17.64%	7.44%

Net Assets

Winner

JHMD

$950M

NRK

$944M

Expense Ratio

JHMD

0.39%

NRK

N/A

Max Drawdown

Winner

JHMD

38.87%

NRK

46.37%

Sharpe Ratio

JHMD

1.25

Winner

NRK

1.62

5Y Beta

JHMD

0.71

Winner

NRK

0.15

5Y Dividends CAGR

Winner

JHMD

17.64%

NRK

7.44%

JHMD vs NRK - Historical Returns

Returns include dividend reinvestment.

Period	JHMD	NRK
1 month	+1.31%	+3.55%
3 months	+8.88%	+6.48%
6 months	+10.06%	+10.16%
1 year	+23.88%	+18.16%
5 years(CAGR)	+9.01%	+0.28%
10 years(CAGR)	+9.48%	+2.34%
Max(CAGR)	+9.48%	+4.12%

JHMD

+1.31%

Winner

NRK

+3.55%

Winner

JHMD

+8.88%

NRK

+6.48%

JHMD

+10.06%

Winner

NRK

+10.16%

Winner

JHMD

+23.88%

NRK

+18.16%

5Y(CAGR)

Winner

JHMD

+9.01%

NRK

+0.28%

10Y(CAGR)

Winner

JHMD

+9.48%

NRK

+2.34%

Max(CAGR)

Winner

JHMD

+9.48%

NRK

+4.12%

JHMD vs NRK - Annual Returns (2003 - 2026)

Returns include dividend reinvestment.

Year	JHMD	NRK
2026	+8.52%	+9.29%
2025	+34.39%	+4.13%
2024	+2.83%	+5.74%
2023	+18.73%	+6.59%
2022	-14.50%	-21.42%
2021	+11.56%	+6.56%
2020	+5.81%	+3.94%
2019	+20.13%	+19.69%
2018	-14.92%	-6.11%
2017	+24.96%	+6.33%
2016	+0.56%	+3.57%
2015	N/A	+6.96%
2014	N/A	+11.31%
2013	N/A	-15.66%
2012	N/A	+11.87%
2011	N/A	+11.65%
2010	N/A	+3.48%
2009	N/A	+36.66%
2008	N/A	-20.43%
2007	N/A	-0.73%
2006	N/A	+11.71%
2005	N/A	+7.22%
2004	N/A	-5.53%
2003	N/A	+10.32%

JHMD vs NRK Drawdown Comparison

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

The maximum drawdown for NRK was -40.13%, occurring on Oct 10, 2008. Recovery took 397 trading sessions.

The current JHMD drawdown is -1.02%. The current NRK drawdown is -1.39%.

Rank	JHMD	NRK
#1	-35.66% Jan 26, 2018 - Dec 3, 2020	-40.13% Jan 14, 2008 - Aug 11, 2009
#2	-29.39% Sep 3, 2021 - Dec 27, 2023	-31.05% Aug 10, 2021 - Oct 25, 2023
#3	-13.38% Mar 19, 2025 - Apr 28, 2025	-24.00% Nov 23, 2012 - Feb 11, 2016
#4	-11.23% Feb 25, 2026 - Mar 20, 2026	-23.09% Feb 24, 2020 - Dec 30, 2020
#5	-10.39% Sep 26, 2024 - Mar 5, 2025	-21.71% Mar 10, 2004 - Jul 18, 2005
#6	-7.51% Jul 12, 2024 - Aug 21, 2024	-15.65% Sep 14, 2010 - Jan 18, 2012
#7	-5.36% Jun 15, 2021 - Aug 13, 2021	-13.07% Aug 12, 2016 - May 1, 2019
#8	-5.20% Nov 12, 2025 - Dec 10, 2025	-12.56% Jul 14, 2003 - Dec 31, 2003
#9	-5.13% Mar 27, 2024 - May 14, 2024	-11.79% Jul 25, 2005 - Sep 27, 2006
#10	-4.42% Jan 8, 2021 - Feb 11, 2021	-11.55% Mar 30, 2007 - Jan 14, 2008
#11	-4.22% Jul 23, 2025 - Aug 12, 2025	-7.62% Mar 13, 2012 - Jul 2, 2012
#12	-4.04% May 15, 2024 - Jul 12, 2024	-7.50% Oct 7, 2009 - Mar 3, 2010
#13	-3.53% Aug 29, 2024 - Sep 19, 2024	-4.24% Feb 4, 2003 - Feb 27, 2003
#14	-3.31% Feb 16, 2021 - Mar 17, 2021	-4.21% Sep 3, 2019 - Dec 23, 2019
#15	-3.10% Oct 6, 2025 - Oct 20, 2025	-3.80% Dec 12, 2006 - Feb 6, 2007

Correlation

Correlation between JHMD and NRK is 0.57 which considered as a moderate positive correlation - the stocks show some tendency to move together.

0.57

-101

Dividend Comparison (2003 - 2026)

JHMD vs NRK dividend yield comparison.

Year	JHMD	NRK
2026	0.00%	3.87%
2025	3.19%	8.21%
2024	3.55%	6.74%
2023	3.01%	4.06%
2022	2.85%	5.41%
2021	3.22%	4.18%
2020	1.89%	4.15%
2019	3.19%	3.98%
2018	2.09%	4.68%
2017	2.27%	4.85%
2016	0.00%	5.37%
2015	0.00%	5.44%
2014	0.00%	6.27%
2013	0.00%	5.86%
2012	0.00%	4.40%
2011	0.00%	4.80%
2010	0.00%	5.60%
2009	0.00%	4.98%
2008	0.00%	6.39%
2007	0.00%	4.84%
2006	0.00%	4.77%
2005	0.00%	5.73%
2004	0.00%	6.52%
2003	0.00%	5.34%