JHMD vs VCEB

Comparison between JOHN HANCOCK MULTIFACTOR DEVELOPED INTERNATIONAL ETF (JHMD, ETF) and VANGUARD ESG U.S. CORPORATE BOND ETF ETF SHARES (VCEB, ETF).

5-Year PerformanceJHMD has outperformed VCEB, delivering a return of +9.0% compared to +0.6%

JHMD vs VCEB - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	JHMD(ETF)	VCEB(ETF)
Net Assets	$1.20B	$1.20B
Expense Ratio	0.39%	0.12%
Max Drawdown	38.87%	24.44%
Sharpe Ratio	1.46	0.51
5Y Beta	0.70	0.10
5Y Dividends CAGR	17.64%	39.57%

Net Assets

JHMD

$1.20B

VCEB

$1.20B

Expense Ratio

JHMD

0.39%

Winner

VCEB

0.12%

Max Drawdown

JHMD

38.87%

Winner

VCEB

24.44%

Sharpe Ratio

Winner

JHMD

1.46

VCEB

0.51

5Y Beta

JHMD

0.70

Winner

VCEB

0.10

5Y Dividends CAGR

JHMD

17.64%

Winner

VCEB

39.57%

JHMD vs VCEB - Historical Returns

Returns include dividend reinvestment.

Period	JHMD	VCEB
1 month	+1.40%	+0.11%
3 months	-0.07%	-0.19%
6 months	+13.45%	+0.80%
1 year	+27.43%	+6.07%
5 years(CAGR)	+9.04%	+0.61%
10 years(CAGR)	+9.51%	N/A
Max(CAGR)	+9.51%	+0.35%

Winner

JHMD

+1.40%

VCEB

+0.11%

Winner

JHMD

-0.07%

VCEB

-0.19%

Winner

JHMD

+13.45%

VCEB

+0.80%

Winner

JHMD

+27.43%

VCEB

+6.07%

5Y(CAGR)

Winner

JHMD

+9.04%

VCEB

+0.61%

10Y(CAGR)

JHMD

+9.51%

VCEB

N/A

Max(CAGR)

Winner

JHMD

+9.51%

VCEB

+0.35%

JHMD vs VCEB - Annual Returns (2016 - 2026)

Returns include dividend reinvestment.

Year	JHMD	VCEB
2026	+7.54%	+0.45%
2025	+34.39%	+7.51%
2024	+2.83%	+2.80%
2023	+18.73%	+8.06%
2022	-14.50%	-14.42%
2021	+11.56%	-1.47%
2020	+5.81%	+2.46%
2019	+20.13%	N/A
2018	-14.92%	N/A
2017	+24.96%	N/A
2016	+0.56%	N/A

JHMD vs VCEB Drawdown Comparison

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

The maximum drawdown for VCEB was -21.60%, occurring on Oct 20, 2022. Recovery took 1284 trading sessions.

The current JHMD drawdown is -1.92%. The current VCEB drawdown is -0.99%.

Rank	JHMD	VCEB
#1	-35.66% Jan 26, 2018 - Dec 3, 2020	-21.60% Dec 31, 2020 - Feb 12, 2026
#2	-29.39% Sep 3, 2021 - Dec 27, 2023	-2.82% Feb 26, 2026 - Mar 27, 2026
#3	-13.38% Mar 19, 2025 - Apr 28, 2025	-1.08% Nov 30, 2020 - Dec 30, 2020
#4	-11.23% Feb 25, 2026 - Mar 20, 2026	-1.06% Nov 5, 2020 - Nov 18, 2020
#5	-10.39% Sep 26, 2024 - Mar 5, 2025	-1.01% Oct 14, 2020 - Nov 4, 2020
#6	-7.51% Jul 12, 2024 - Aug 21, 2024	-0.41% Oct 1, 2020 - Oct 12, 2020
#7	-5.36% Jun 15, 2021 - Aug 13, 2021	-0.19% Nov 19, 2020 - Nov 27, 2020
#8	-5.20% Nov 12, 2025 - Dec 10, 2025	-0.12% Feb 20, 2026 - Feb 26, 2026
#9	-5.13% Mar 27, 2024 - May 14, 2024	-0.11% Sep 24, 2020 - Sep 28, 2020
#10	-4.42% Jan 8, 2021 - Feb 11, 2021	-0.07% Feb 13, 2026 - Feb 19, 2026
#11	-4.22% Jul 23, 2025 - Aug 12, 2025	-0.05% Sep 28, 2020 - Oct 1, 2020
#12	-4.04% May 15, 2024 - Jul 12, 2024	N/A
#13	-3.53% Aug 29, 2024 - Sep 19, 2024	N/A
#14	-3.31% Feb 16, 2021 - Mar 17, 2021	N/A
#15	-3.10% Oct 6, 2025 - Oct 20, 2025	N/A